I am given a pdf $f_{\mu ,\sigma ^2}=\frac{1}{x\sqrt{2\pi \sigma ^2}}e^{-\frac{1}{2\sigma ^2}\left(lnx-\mu \right)^2} $ and I need to find maximum likelihood estimators of both $\mu$ and $\sigma^2$ with corresponding Fisher information. My approach is to find log-likelihood function $l$ of each and take two derivatives. $\frac{dll}{d\mu} = 0$ gives me $\mu =ln \prod x_i $ and $\frac{d^2ll}{d^2\mu}$ gives the Fisher information. Can anyone tell me if I am moving to the right direction?
2026-02-23 04:38:30.1771821510
Is Fisher information well-defined here?
237 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in STATISTICS
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- Statistics based on empirical distribution
- Given $U,V \sim R(0,1)$. Determine covariance between $X = UV$ and $V$
- Fisher information of sufficient statistic
- Solving Equation with Euler's Number
- derive the expectation of exponential function $e^{-\left\Vert \mathbf{x} - V\mathbf{x}+\mathbf{a}\right\Vert^2}$ or its upper bound
- Determine the marginal distributions of $(T_1, T_2)$
- KL divergence between two multivariate Bernoulli distribution
- Given random variables $(T_1,T_2)$. Show that $T_1$ and $T_2$ are independent and exponentially distributed if..
- Probability of tossing marbles,covariance
Related Questions in ESTIMATION
- Question on designing a state observer for discrete time system
- Some help with calculating the time remaining please???
- Is the usage of unbiased estimator appropriate?
- How to statistically estimate multiple linear coefficients?
- Is there an intuitive way to see that $\mathbb{E}[X|Y]$ is the least squares estimator of $X$ given $Y$?
- minimizing MSE of estimator $\theta(a,b) = \frac{1}{n} \sum^n_{i=1} Y_ia_i + b$
- a limit about exponential function
- I don't understand where does the $\frac{k-1}{k}$ factor come from, in the probability mass function derived by Bayesian approach.
- hints for calculation of double integral
- estimation of $\mu$ in a Gaussian with set confidence interval
Related Questions in MAXIMUM-LIKELIHOOD
- What is the point of the maximum likelihood estimator?
- Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution
- How does maximum a posteriori estimation (MAP) differs from maximum likelihood estimation (MLE)
- MLE of a distribution with two parameters
- Maximum Likelihood Normal Random Variables with common variance but different means
- Possibility of estimating unknown number of items based on observations of repetitions?
- Defects of Least square regression in some textbooks
- What is the essence of Least Square Regression?
- Finding maximum likelihood estimator of two unknowns.
- Mean of experiment results is the maximum likelihood estimator only when the distribution of error is gaussian.
Related Questions in PARAMETER-ESTIMATION
- Question on completeness of sufficient statistic.
- Estimate the square root of the success probability of a Binomial Distribution.
- A consistent estimator for theta is?
- Estimating the mean of a Poisson distribution
- A problem on Maximum likelihood estimator of $\theta$
- The Linear Regression model is computed well only with uncorrelated variables
- Derive unbiased estimator for $\theta$ when $X_i\sim f(x\mid\theta)=\frac{2x}{\theta^2}\mathbb{1}_{(0,\theta)}(x)$
- Is there an intuitive way to see that $\mathbb{E}[X|Y]$ is the least squares estimator of $X$ given $Y$?
- Consistent estimator for Poisson distribution
- estimation of $\mu$ in a Gaussian with set confidence interval
Related Questions in FISHER-INFORMATION
- Fisher information of sufficient statistic
- Compactness of the Gaussian random variable distribution as a statistical manifold?
- Find parameter transformation of probability distribution such that the transformed parameters are orthogonal
- Why is the Fisher information matrix so important, and why do we need to calculate it?
- Fisher information $I(\theta,X)$,where X=(Y,Z)
- Flatness of a statistical manifold with Fisher information metric
- Fisher information of reparametrized Gamma Distribution
- Second Derivative with respect to a Matrix
- How can one define the quantum interferometric power in the case of a multiparametric system using the quantum Fisher information matrix?
- Derive the asymptotic distribution of maximum likelihood estimator
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Hint: note that the given distribution is a known law: a lognormal distribution
Then the MLE estimations can be obtained immediately and without any calculation, deriving them form the gaussian model.