$\displaystyle 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!!!
Last edited by pengchao1024; Oct 17th 2009 at 04:50 PM.
Follow Math Help Forum on Facebook and Google+
Originally Posted by pengchao1024 $\displaystyle 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?
i found $\displaystyle 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}}) $
View Tag Cloud