Thread: find MLE of mean-value paramter H

$\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!!!

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}}) $