# find MLE of mean-value paramter H

• Oct 17th 2009, 05:39 PM
pengchao1024
find MLE of mean-value paramter H
$X_{i} \ \ iid \ \ N(\mu,v)$

find MLE of mean-value parameter H and MLE of the natural parameter THETA.
I am not sure if they are the same!!!
• Oct 17th 2009, 09:28 PM
matheagle
Quote:

Originally Posted by pengchao1024
$X_{i} \ \ iid \ \ N(\mu,v)$

find MLE of mean-value parameter H and MLE of the natural parameter THETA.
I am not sure if they are the same!!!

The two parameters I see are u and v.
What are theta and H?
• Oct 18th 2009, 05:33 AM
pengchao1024
i found
i found $H=(\mu,\mu^{2}+v)^{T} , \ \ \ natural \ parameter\ \ \Phi=(\frac{\mu}{v},-\frac{1}{2v})^{T} ,\ \ \ k(\phi)=-\frac{\theta_{1}^{2}}{4\theta_{2}}+\frac{1}{2}\ln(-\frac{\pi}{\theta_{2}})$