Let x1, x2 ….. xn be an independently, and identically distributed (iid) random sample drawn from a population that follows the Normal Distribution N(μ, σ2), where both the mean (μ) and variance (σ2) are unknown. Let \(\bar{x}\) be the sample mean. The maximum likelihood estimator (MLE) of the variance (\(\hat{\sigma}^2_{MLE}\)) is/are then characterized by