I don't know exactly how or why ? = ?1 ? ?2 comes into play.
A random sample of size n is drawn from a normal population N(?1 ,?s^2) , and another random
sample of the same size is drawn independently from another normal population N(?2 ,?2^2) . Find
the MLE ?wave for ? = ?1 ? ?2 . If the variances
?1^2 and ?2^2 are assumed to be known, is ? wave an
efficient estimator?
A random sample of size n is drawn from a normal population N(?1 ,?s^2) , and another random
sample of the same size is drawn independently from another normal population N(?2 ,?2^2) . Find
the MLE ?wave for ? = ?1 ? ?2 . If the variances
?1^2 and ?2^2 are assumed to be known, is ? wave an
efficient estimator?