Yes, by invariance property of
Mle's as long as your estimators
Are MLE's. ( correct divisor etc ).
-----Original Message-----
From: s-news-owner@lists.biostat.wustl.edu
[mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Suwanda
Sent: Wednesday, June 16, 2004 8:04 AM
To: s-news@lists.biostat.wustl.edu
Subject: [S] my questions
My question : S (covariance sample matrices) is MLE for Sigma
(covariance populaiton matrices), is tr(S^2) MLE for tr(Sigma^2) ?
Suwanda
Ph.D Student Math. ITB.
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