Take the original complete Martian data set and compute the log likelihood for one of the cases based on the multivariate normal log likelihood formula shown in Eq. (7.5). Use the maximum likelihood estimates of the means, variances, and covariances in Eq. (7.5) to obtain the log likelihood value. Hint: The equivalent log likelihood formula shown in Eq. (7.6) may be easier to work with. You may find using the matrix language in a statistical software program to be useful in performing the calculations.
Eq. (7.5)
Eq. (7.6)
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here