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Math Help - find MLE of mean-value paramter H

  1. #1
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    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!!!
    Last edited by pengchao1024; October 17th 2009 at 05:50 PM.
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  2. #2
    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by pengchao1024 View Post
     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?
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  3. #3
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    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}})
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