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For a random sample $X_1, X_2, \ldots, X_n$ from a normal population with a zero mean and unknown variance $\sigma^2$, find the maximum likelihood estimator of $\sigma^2$. Please provide the result.

asked
User Brunis
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1 Answer

1 vote

Final answer:

The maximum likelihood estimator of σ2 can be derived using the sample variance formula.

Step-by-step explanation:

The maximum likelihood estimator of σ2 in the given scenario can be derived using the sample variance formula:

σ2 = (1/n)Σ(Xi - ζ)2

Where Xi represents the individual values from the sample and ζ is the mean of the sample.

The maximum likelihood estimator for σ2 is obtained by substituting the sample mean and sample variance into the formula.

answered
User Apocalisp
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8.9k points
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