[R] Fitdistr and MLE for parameter lambda of Poisson distribution

From: Gregor Gorjanc <gregor.gorjanc_at_bfro.uni-lj.si>
Date: Fri 10 Feb 2006 - 23:35:21 EST


Hello!

I would like to get MLE for parameter lambda of Poisson distribution. I can use fitdistr() for this. After looking a bit into the code of this function I can see that value for lambda and its standard error is estimated via

estimate <- mean(x)
sds <- sqrt(estimate/n)

Is this MLE? With my poor math/stat knowledge I thought that MLE for Poisson parameter is (in mixture of LaTeX code)

l(\lambda|x) \propto \sum^n_{i=1}(-\lambda + x_iln(\lambda)).

Is this really equal to (\sum^n_{i=1} x_i) / n

-- 
Lep pozdrav / With regards,
     Gregor Gorjanc


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University of Ljubljana PhD student Biotechnical Faculty Zootechnical Department URI: http://www.bfro.uni-lj.si/MR/ggorjan Groblje 3 mail: gregor.gorjanc <at> bfro.uni-lj.si SI-1230 Domzale tel: +386 (0)1 72 17 861 Slovenia, Europe fax: +386 (0)1 72 17 888
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"One must learn by doing the thing; for though you think you know it, you have no certainty until you try." Sophocles ~ 450 B.C. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Fri Feb 10 23:47:35 2006

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