Finding the Amplitude of a Sinusoid in Noise I'm trying to solve for the amplitude and frequency of a sinusoid embedded in zero-mean gaussian white noise. 

I am supplied a sample file of a 40000 element array. I first took the autocorrelation function in matlab and then took the fft of this to find the power spectral density. From there I was able to find the frequency of the sinusoid due to the peaks. I am unsure how I could go about finding the amplitude, as I am unsure how I can go about normalizing the PSD or Autocorrelation function.

ps this is all done in matlab, thanks!
If you know you have a single sinusoid in Gaussian noise, then a least squares type parametric estimator might be one method of estimating the amplitude. See  DSP Related, specifically: