Answer by Jarle Tufto for Estimation of a uniform distribution corrupted by...
When you add Gaussian noise, the smallest and largest observations are no longer sufficient for and MLEs of $a,b$.Instead consider the likelihood which, in the usual way, is given by the product of the...
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Problem definitionI have a dataset composed by $m$ observations $y^{(1)},\dots,y^{(m)} \in \mathbb{R}^2$ generated as follow\begin{equation*}\begin{aligned}y &= z + v \newline z &...
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