STAT 4444 Study Guide - Final Guide: Likelihood Function, Normal Distribution, Confidence Interval

• School: Virginia Tech
• Department: Statistics
• Course: STAT 4444
• Professor: Hamdy Mahmoud

Document Summary

Lecture 13: estimation & inference of a population mean. Class business: homework iii due on april 5 at 11:59 p. m. Let y1, y2, , yn be randomly sampled from a normal distribution. First, identify the density function. p(y| , 2) = Remember that the likelihood function is a product of all of the values. p( y| , ) = Write the sum within the exponential into two components. Recall that this property states the following: p(yi 2) =p(yi y)2 + n( y )2 (see property 1 in lecture 12 to see this derived). i=1(yi y)2. If 2 is assumed to be a known constant (which it is), then the likelihood function can be written as a likelihood of the only unknown parameter, . n( y )2. The above expression is a function of , y, and 2 are known constants. They are just constants and can be dropped.