1.I.3D

Statistics | Part IB, 2001

Let X1,,XnX_{1}, \ldots, X_{n} be independent, identically distributed N(μ,μ2)N\left(\mu, \mu^{2}\right) random variables, μ>0\mu>0.

Find a two-dimensional sufficient statistic for μ\mu, quoting carefully, without proof, any result you use.

What is the maximum likelihood estimator of μ\mu ?

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