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Suppose that X1, … , Xn are normal with mean μ1; Y1, … , Yn are normal with mean μ2; and W1, … , Wn are normal with mean μ1 + μ2. Assuming that all 3n random variables are independent with a common variance, find the maximum likelihood estimators of μ1 and μ2.

Suppose that X1, … , Xn are normal with mean μ1; Y1, … , Yn are normal with mean μ2; and W1, … , Wn are normal with mean μ1 + μ2. Assuming that all 3n random variables are independent with a common variance, find the maximum likelihood estimators of μ1 and μ2.