how to calculate the MLEs of the 5 parameters of a bivariate normal population, the parameters being ?
while trying to solve for , i got the following equation
is this correct? how can i solve for from here?
Follow Math Help Forum on Facebook and Google+
you need to take the partial derivative wrt to all 5 parameters
It's smart to take the logarithm of the joint density first
I took the logarithm and differentiate partially wrt and got that
you need to solve all five together, the MLE of should be
and those for the population variances should be the sample variances with n in the denomiator.
View Tag Cloud