Determine the information i (?) of a sample of size n

Reference no: EM131086754

Information

(a) Determine the information I (λ) of a sample of size N that was obtained from a normal distribution of known variance σ2 but unknown mean λ =a.

(b) Determine the information I (λ) of a sample of size N which was drawn from a normal distribution of known mean a but unknown variance λ = σ2. Show that the maximum-likelihood estimator of σ2 is given by

and that the estimator is unbiased, i.e., B(S) = E(S) - λ = 0.

Reference no: EM131086754

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