Machine Learning, Signal Processing, Bayesian Statistics, Editors Pick, Getting Started.
the estimator since the bias is zero. Example 4: Consider x₁,x₂, . . ., xₙ are n i.i.d random samples drawn from a normal distribution with mean μ and σ² variance. Find the maximum likelihood estimate of μ and verify if the estimator is unbiased, consistent, and satisfies the CRLB? Follow the steps