Finding MAXIMUM LIKELIHOOD ESTIMATOR for VARIANCE of NORMAL POPULATION || Is the Estimate Unbiased?
HDG MATHS TUITION HDG MATHS TUITION
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 Published On Premiered Apr 19, 2020

*Special thanks to Souryya and his Teacher who have provided me the solution, and Ashish, for clarifying my doubts regarding the problem!

*Welcome back Learners and Aspirers*

In this video, we have Derived the MAXIMUM LIKELIHOOD ESTIMATOR for VARIANCE of NORMAL POPULATION and checking whether it is Unbiased.

There are a couple of things to remember for this proof:

1. The pdf of Normal Distribution
2. To find the Maximum Likelihood Estimate, we Differentiate the Likelihood Function(the pdf of Normal Distribution) w.r.t sigma^2 and equate it with Zero.

The rest is an application of Mathematics and Voila! We are done with the Proof!

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