 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-1/29k/d/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

Since

ρ = σ^{2}

and the reparametrization is one-to-one, invariance of the maximum-likelihood estimator gives

ρ_{MLE} = σ_{MLE}^{, 2} = \frac{1}{n} i = 1 \sum n X_{i}^{2} .

 New to topics? Read the docs here!