From: Gregor Gorjanc <gregor.gorjanc_at_bfro.uni-lj.si>

Date: Tue 14 Feb 2006 - 19:57:48 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
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*>> function I can see that value for lambda and its standard error is
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*>> estimated via
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*>>
*

*>> estimate <- mean(x)
*

*>> sds <- sqrt(estimate/n)
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*>>
*

*>> Is this MLE? With my poor math/stat knowledge I thought that MLE for
*

*>> Poisson parameter is (in mixture of LaTeX code)
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*>>
*

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

*>>
*

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

*>> --
*

*>> Lep pozdrav / With regards,
*

*>> Gregor Gorjanc
*

>> d<- rpois(50,5)

*>> d
*

>> library(MASS)

*>> fitdistr(d,"Poisson")
*

Date: Tue 14 Feb 2006 - 19:57:48 EST

Bernardo Rangel tura wrote:

> At 09:35 AM 2/10/2006, Gregor Gorjanc wrote: >

>> Hello!

> > > Gregor, > > If I understood your LaTeX You is rigth. > > If you donīt know have a command wich make this for you: fitdistr() > > Look: > >

>> d<- rpois(50,5)

> [1] 6 4 6 4 5 5 4 11 7 5 7 3 5 10 4 9 4 2 4 5 4 4 > 9 3 10 > [26] 4 3 9 6 7 5 4 2 7 3 6 7 8 6 6 3 3 3 2 5 4 3 > 8 5 7

>> library(MASS)

> lambda > 5.3200000 > (0.3261901)

Thanks for this, but I have already said in the first mail, that fitdistr can help me with this. I was just "surprised" or knowledge undernourished, that there is closed form solution for this. Look into the source of fitdistr.

-- Lep pozdrav / With regards, Gregor Gorjanc ---------------------------------------------------------------------- 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 ---------------------------------------------------------------------- "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.htmlReceived on Tue Feb 14 20:04:08 2006

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