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Unformatted text preview: Fall 2005 1 Example : X1, X2,, Xn is a random sample of size n from the normal distribution N( , 2 ). Are the maximum likelihood estimators of and 2 unbiased estimators? Ping Ma Lecture 25 Fall 2005 2 Method of moment: 1 st sample moment = 1 st moment 2 nd sample moment=2 nd moment (If there are two parameters) and 3 rd sample moment=3 rd moment so on ( If there are more than two parameters) Example : X1, X2,, Xn is a random sample of size n from the normal distribution N( , 2 ). Find method of moment estimators of and 2 . Ping Ma Lecture 25 Fall 2005 3 Ping Ma Lecture 25 Fall 2005 4 ...
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This note was uploaded on 07/24/2008 for the course STAT 400 taught by Professor Tba during the Fall '05 term at University of Illinois at Urbana–Champaign.
 Fall '05
 TBA
 Statistics

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