I have attempted the questions above, I just need some clarification on them. The question states that Bo is a known intercept parameter. Does it mean it could be any intercept parameter or an intercept parameter attained by the least squares method ( that I learned in my lectures.)
being the symmetric 2-valued distribution
gives a different likelihood distribution from the Gaussian distributed
, so there isn't such a thing called "the maximum likelihood estimator of
" and thus question (a) is nonsense.
being a known
constant means you can't fiddle with it to fit the data, so it isn't really a parameter in the regression.