Let $A,B,C,D$ be independent normal random variables distributed according to $\mathcal{N}(0,\sigma^2)$ and $E = A+B+C+D$.

The goal is to provide an optimal estimate of $\sigma^2$ given samples of $A,...

Optimal estimation of a single parameter given data at different scales

Let $A,B,C,D$ be independent normal random variables distributed according to $\mathcal{N}(0,\sigma^2)$ and $E = A+B+C+D$.

The goal is to provide an optimal estimate of $\sigma^2$ given samples of $A,...

Let $A,B,C,D$ be independent normal random variables distributed according to $\mathcal{N}(0,\sigma^2)$ and $E = A+B+C+D$.

The goal is to provide an optimal estimate of $\sigma^2$ given samples of $A,...