题目是这样的 Let X and Y be independent and distributed as N(μ , 1) and as N(0 ,μ) respectively, where μ>0. Derive the asymptotic variance of the maximum likelihood estimator of μ based on seperate sample of X and Y and combine sample {X(1),...X(n), Y(1),...Y(n)} 请会的人可以跟我说一下 因为真的是不知道该怎麽下手 谢谢 -- t a ╭◥███◣══╮ ◥██ █◤ ╭══════theanswer3╮ h n ║ █▌ █ ● ╰══════╯█▌ █╰══╯● ◣ ║ e s ║ █▄▄◤ ◢ ◢█◣ . █▌ █ ◢█◣ ◢ ◥█◣ ☆╴D ║ w ║ █▄▄◣ █ █▌█.‵﹑ ˙ █▌ █ █▌█ █ █ ︻ ▄ ║ e ║ █▌ █ ◤ ◥██∵ ￠☆ ────────────── ﹀ ╭▄﹀ r 3╰◢███◤═══▄◤═〞′══◥██◤═══════════════╯ --

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