1 referring to exercise 817 and using the fact that o has, Ask an Expert

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1. Referring to Exercise 8.17 and using the fact that O has an approximate N[9, l/n/(9)], ih eahh case construct an approximate 95 percent confidence interval for 9.

2. Let (X1 , Y1 ), (X2 , Y2 ), • • • ,(Xn , Yn) be a random sample from a bivariate normal distribution with unknown means 61 and 92 and with known variances and correlation coefficient, ,a, and p, respectively. Find the maximum likelihood estimators 01 and 82 of ()1 and 92 and their approxi mate variance-covariance matrix. In this case, does the latter provide the exact variances and covariance?

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