作者AthrunZala (倒数)
看板Statistics
标题[问题] 请问一题统计
时间Wed Nov 7 00:48:21 2007
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
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1F:推 chrisjon:第一时间想到,X-μ,Y/根号μ,让两个都标准化 11/07 01:48