• We are pleased to announce that the winner of our Feedback Prize Draw for the Winter 2024-25 session and winning £150 of gift vouchers is Zhao Liang Tay. Congratulations to Zhao Liang. If you fancy winning £150 worth of gift vouchers (from a major UK store) for the Summer 2025 exam sitting for just a few minutes of your time throughout the session, please see our website at https://www.acted.co.uk/further-info.html?pat=feedback#feedback-prize for more information on how you can make sure your name is included in the draw at the end of the session.
  • Please be advised that the SP1, SP5 and SP7 X1 deadline is the 14th July and not the 17th June as first stated. Please accept out apologies for any confusion caused.

Differentiating the Normal dist wrt mu and sigma for MLE

M

mcallist

Member
Hi there,
I'm looking at example 10.4 in the CMP for finding the MLE of Mu and sigma for the normal distribution.
I don't understand two parts and I was hoping that someone could please help.

Firstly, would it be possible to please see from first principles, how the first line of the solution is broken out. This is just how the likelihood is arrived at from multiplying the pdfs together. I don't get why the mu stays in the square inside the summation at the end of it.

Secondly, when the log Likelihood is differentiated wrt sigma, the mu stays in the answer.

Apologies if these are ridiculous questions. It would really help if someone could break it down step by step please.

Thanks v much.
Tom
 
Hope this helps!
Did you get differentiation w.r.t mu? If you have further any doubt in it, please ask.
 

Attachments

  • IMG_20170325_090358_1490412858870.jpg
    IMG_20170325_090358_1490412858870.jpg
    216.1 KB · Views: 12
  • IMG_20170325_090404_1490412872612.jpg
    IMG_20170325_090404_1490412872612.jpg
    142.8 KB · Views: 10
Back
Top