16. Suppose (x1, X2, ….., &n) is a random sample from a normal distribution. (a) Given that E(X;) = i0 and Var(X;) = o², show that the least squares and the maximum likelihood estimators of 0 are the...

Extracted text: 16. Suppose (x1, X2, ….., &n) is a random sample from a normal distribution. (a) Given that E(X;) = i0 and Var(X;) = o², show that the least squares and the maximum likelihood estimators of 0 are the same. Hence find the maximum likelihood estimator of o. (b) Find the maximum likelihood estimator of 0 if, i. x; n N(0,1) ii. r; u N(0, 0) iii. r; v N(0,0)