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For $X\sim N(\mu 1,C)$ with a known positive-definite matrix $C$, the maximum-likelihood estimator of $\mu$ is $\hat{\mu }=(1^T{C}^{-1}X)/(1^T{C}^{-1}1)$. It is unbiased with variance $(1^T{C}^{-1}1{)}^{-1}$, attaining the Cramer-Rao bound. It is also the best linear unbiased estimator. Pairwise admissible correlation coefficients alone do not ensure that $C$ is a valid covariance matrix; the entire matrix must be symmetric and a positive semidefinite matrix. Inverse-based formulas require positive definiteness.

For independent exponentially distributed failure times subject to independent right censoring, let $d$ be observed failures and $E={\sum }_i{x}_i$ total follow-up exposure. The parameter-dependent likelihood is ${\theta }^d{e}^{-\theta E}$, giving maximum-likelihood estimator $\hat{\theta }=d/E$. The fitted individual cumulative hazards sum to $d$, but this estimating identity alone does not establish that a constant hazard model fits.

A growing number of nuisance parameters can prevent a maximum-likelihood estimator of a common parameter from being consistent. With two independent normal observations of mean ${\mu }_i$ per group, the profiled variance estimate ${\sum }_i(X_{1i}-X_{2i}{)}^2/(4n)$ tends to half the true variance, because each unknown mean is estimated using only two observations.

For independent and identically distributed random variables $X_1,\dots ,X_n\sim N(\mu ,{\sigma }^2)$, the maximum-likelihood estimators areThe first is unbiased, while $\mathbb{E}{\hat{\sigma }}^2=(n-1){\sigma }^2/n$.