I am stuck on the following question:
Say we have independent and identically distributed random variables $X_1, X_2,...,X_n$ which have a dsitribution of $N(\mu,\sigma_0^2)$, where $\sigma_0^2$ is a known variance, then how can we find the maximum likelihood estimator for $\mu$?
Not sure how to proceed, so any help is appreciated. Thanks!