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Math Help - maximum likelihood estimate

  1. #1
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    Question maximum likelihood estimate

    Suppose X is a single observation from normal (μ,1). find 95% confidence interval for μ?
    (use maximum likelihood estimate)
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  2. #2
    MHF Contributor matheagle's Avatar
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    you can plug into the usual formula with n=1 and X=sample mean
    or solve for moo....

    .95=P(-1.96<X-\mu<1.96)
    and you need not make it symmetric, but that's all that people are doing these days...

    (X-1.96,X+1.96) is the answer in that case.
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