Paper 1, Section I, H

Statistics
Part IB, 2019

Suppose that X1,,XnX_{1}, \ldots, X_{n} are i.i.d. N(μ,σ2)N\left(\mu, \sigma^{2}\right) random variables.

(a) Compute the MLEs μ^,σ^2\widehat{\mu}, \widehat{\sigma}^{2} for the unknown parameters μ,σ2\mu, \sigma^{2}.

(b) Give the definition of an unbiased estimator. Determine whether μ^,σ^2\widehat{\mu}, \widehat{\sigma}^{2} are unbiased estimators for μ,σ2\mu, \sigma^{2}.