2001-52.md

course	course_year	question_number	tags	title	year
Statistics	IB	52	IB 2001 Statistics	1.I.3D	2001

Let $X_{1}, \ldots, X_{n}$ be independent, identically distributed $N\left(\mu, \mu^{2}\right)$ random variables, $\mu>0$.

Find a two-dimensional sufficient statistic for $\mu$, quoting carefully, without proof, any result you use.

What is the maximum likelihood estimator of $\mu$ ?