Hi guyz...

I am reallllllly in need to solve this Q...

Suppose ϴ is the model parameter, but we are interested in some function of ϴ. The invariance property of a ML estimator says that the ML estimator of g(ϴ) is just

g(ɵ)^ = g(ɵˆ):

Use this property to find the ML estimator of the coefficient of variation (σ/µ), where the data come from a Gaussian distribution with mean and variance σ ^2 .