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In this problem, we address the issue of estimating the standard deviation s of a Gaussiandistributed random variable X of zero mean. The standard deviation itself is uniformly distributed inside the interval [σ1,σ2].
For the estimation, we have N independent observations of the random variable X, namely
a. Derive a formula for the estimator σ using the MAP rule.
b. Repeat the estimation using the maximum likelihood criterion.
c. Comment on the results of parts a and b.
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