Let X1 , X2 , ⋯, XN be a random sample of size n from normal
distribution with mean µ and variance σ 2 . a). Find the maximum
likelihood estimator of σ 2 2 . (2 points) b). Find the
asymptotic distribution of the maximum likelihood estimator of σ 2
2 obtained in part (a).
(a)
therefore the likelihood estimator will be
s2=constant estimator
(b)The sample median estimator of the median Xn corresponding to p = 0.5, Xn is a then a normal distribution with parameters µ and σ2.
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