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Suppose X1, . . . , Xn are a random sample from a N(0, σ^2) distribution....

  1. Suppose X1, . . . , Xn are a random sample from a N(0, σ^2) distribution. Find the MLE of σ^2

    and show that it is an unbiased efficient estimator.

Math   Statistics-And-Probability   
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