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Q113Section III (Statistics)113 of 190

MLE of a normal mean under a non-negativity constraint

Let X1,X2,…,XnX_1,X_2,\dots,X_n be independently and identically distributed random variables with N(μ,1)N(\mu,1) distribution. Assume that μ≥0\mu\ge0. Let μ^\hat\mu denote MLE of μ\mu. Then which of the following statements is true?

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