Hi All

I need to estimate two unknown parameters (lambda1 and lambda2) by using MLE. I know that they have normal distribution. h = g(lambda1 , lambda2) where h is random variable. how can I do it?

I thought I should write: f(h) = Jacobian * Nor(mu1 , sigma1)*Nor(mu2 , sigma2)

Also I thought about hierarchical Bayesian method too...

Thanks in advance

I need to estimate two unknown parameters (lambda1 and lambda2) by using MLE. I know that they have normal distribution. h = g(lambda1 , lambda2) where h is random variable. how can I do it?

I thought I should write: f(h) = Jacobian * Nor(mu1 , sigma1)*Nor(mu2 , sigma2)

Also I thought about hierarchical Bayesian method too...

Thanks in advance

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