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Exercice 2, série 7


In part (a), the first term (namely the log-likelihood) of the generalized likelihood ratio is fed with estimator of mu and sigma squared. Which estimators are they ? The MSE ?


Posted by Philémon Orphée Favrod on Sunday 10 November 2013 at 12:23
The estimators are the maximum likelihood estimators given in Série 2, Exercise 4a).
Posted by Mikael Kuusela on Sunday 10 November 2013 at 17:19