1. 

   Amit_Bansal Member

   here to find MLE of sigma^2 , we differentiate w.r.t sigma. Why didn't we differentiate w.r.t sigma^2 ??

    

   Amit_Bansal, May 18, 2013

   #1
2. 

   bapan Ton up Member

   Yes, you can.
   Try it. You should get the same answer in the end.

    

   bapan, May 18, 2013

   #2
3. 

   John Lee ActEd Tutor Staff Member

   It's to do with the invariance property of MLEs. So if we find the estimate for σ then the estimate for σ² is just the square of the first estimate.

    

   John Lee, May 20, 2013

   #3

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