Here is a question: Let X1, X2,...,Xn be a random sample from a distribution with one of two pdfs. if Ѳ=1, then f(x;Ѳ=1)=[1/sqrt(2π)]*exp{-x*x/2}; if Ѳ=2, then f(x;Ѳ=2)=1/π(1+x*x); find the MLE of Ѳ. Anybody know the answer? Thanks a lot!
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