Timeline for Consistency of the maximum likelihood estimator for the variance of a normal random variable when the parameter is perturbed with white noise
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 1, 2019 at 20:03 | comment | added | Monolite | @user158565 Right, One would need to adjust the distribution of the noise to adapt to that. You are correct, it is badly specified as written. | |
| May 1, 2019 at 19:54 | comment | added | user158565 | Based on your description of $\epsilon_i$, it is possible that $-\epsilon_i > \sigma^2$. Then what happens? | |
| May 1, 2019 at 18:26 | answer | added | Julian Karch | timeline score: 3 | |
| May 1, 2019 at 17:44 | history | asked | Monolite | CC BY-SA 4.0 |