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Math Help - Maximum Likelihood Estimate

  1. #1
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    Maximum Likelihood Estimate

    Hey guys, I'm having difficulty with this problem. I don't even really know how to start it, or what formulas to use.

    Find the maximum likelihood estimate for the parameter mu of the normal distribution with known variance sigma^2 = sigma_0_^2

    _0_ meaning subscript.

    Any help on this problem would be greatly appreciated!
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  2. #2
    MHF Contributor matheagle's Avatar
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    it should still be the sample mean
    Just write the joint density, which is called the likelihood function
    Then take the logarithm and differentiate (twice)
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