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The problem
Let be i.i.d. with , (a) Find a sufficient statistic. (b) Find the MLE of . (c) Find and the Cramér–Rao bound.
Factorise the likelihood.
11 concepts · 25 questions
Let be i.i.d. with , (a) Find a sufficient statistic. (b) Find the MLE of . (c) Find and the Cramér–Rao bound.
Factorise the likelihood.