Let Y1, . . . , YN be a random sample from the Normal distribution Yi ∼ N(ln β, s2) where s^2 is known. Find the maximum likelihood estimator of b from first principles. Find the Score function, the estimating equation and the information matrix using GLM

Let Y1, . . . , YN be a random sample from the Normal distribution Yi ∼ N(ln β, s2) where s^2 is known. Find the maximum likelihood estimator of b from first principles. Find the Score function, the estimating equation and the information matrix using GLM

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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Question

Let Y1, . . . , YN be a random sample from the Normal distribution Yi ∼ N(ln β, s2) where s^2
is known.
Find the maximum likelihood estimator of b from first principles.
Find the Score function, the estimating equation and the information matrix using GLM

Expression, rule, or law that gives the relationship between an independent variable and dependent variable. Some important types of functions are injective function, surjective function, polynomial function, and inverse function.

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