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Let $Z=(X+Y)/2$, where $X$ and $Y$ are independent normally-distributed random variables with known variances $\sigma^2_X$ and $\sigma^2_Y$ and unknown (and possibly different) means. Given a sample $x_1$ from $X$ and $y_1$ from $Y$, what is the maximum likelihood estimator of the mean of $Z$?

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  • $\begingroup$ You should ask another question on the new issue instead of editing the existing one. $\endgroup$
    – user28
    Commented Nov 11, 2010 at 1:24

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If $Z = \frac{X+Y}{2}$ then it must be that:

$Z \sim N(\frac{\mu_X + \mu_Y}{2} , \frac{\sigma_X^2 + \sigma_Y^2}{4})$

Thus, the mle of the mean of $Z$ given that we observe $z=(x_1 + y_1)/2$ is:

$\frac{x_1 + y_1}{2}$

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  • $\begingroup$ I fixed the original question so that it make sense. $\endgroup$
    – JWS
    Commented Nov 10, 2010 at 18:10

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