is it possible to estimate all parameters of an n-observation (X(adsbygoogle = window.adsbygoogle || []).push({}); _{1},...X_{n}) with same mean, μ, but different variances (σ^{2}_{1},σ^{2}_{2},...,σ^{2}_{n})? if we assume that σ^{2}_{i}are known for all i in {1,...n}, what is the mle of of μ?

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Maximum likelihood

**Physics Forums | Science Articles, Homework Help, Discussion**