MLE Problem

TYW

New Member
#1
Im preparing for my final exam
plz give me some help or hints in this problem
i have no idea on solving this :(

p.s. the question is attached here
 

TYW

New Member
#2
what ive done so far is to find the MLE of mu and just take the square of the MLE of mu
but i think mle of mu^2 is different to the square of mle of mu
and get stuck with it
 

Dason

Ambassador to the humans
#3
MLEs actually have a property called invariance which basically says that what you did is fine. Now if you haven't proven that yet or haven't been told that I would be wary of using that result though.