F is multi-normal with mean θ and dispersion matrix Σ (positive definite) show that (8.6) leads to the closed expression for the MLE of θ and Σ as X¯ n and Sn, respectively. Can you obtain the MLE of...

F is multi-normal with mean θ and dispersion matrix Σ (positive definite) show that (8.6) leads to the closed expression for the MLE of θ and Σ as X¯ n and Sn, respectively. Can you obtain the MLE of the θ in closed form when F has contamination model in Problem 8.2.8? Can you obtain the MLE of θ in closed expression when F has a multivariate t-distribution (see Problem 8.2.4)?