(Solution) - Show that the log of the likelihood function for estimating -(2025 Original AI-Free Solution)

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Show that the log of the likelihood function for estimating a2, based on observing S2 ~ ?2x2v/v, can be written in the form

where K1, K2, and K3 are constants, not dependent on ?2. Relate the above log likelihood to the loss function discussed in Example 7.3.27. See Anderson (1984a) for a discussion of this relationship.