find MLE of mean-value paramter H

**pengchao1024** · Oct 17th 2009, 04:39 PM

$X_{i} \ \ iid \ \ N(\mu,v)$

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

**matheagle** · Oct 17th 2009, 08:28 PM

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?

**pengchao1024** · Oct 18th 2009, 04:33 AM

i found $H=(\mu,\mu^{2}+v)^{T} , \ \ \ natural \ parameter\ \ \Phi=(\frac{\mu}{v},-\frac{1}{2v})^{T} ,\ \ \ k(\phi)=-\frac{\theta_{1}^{2}}{4\theta_{2}}+\frac{1}{2}\ln(-\frac{\pi}{\theta_{2}})$

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