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

Gregor Gorjanc gregor.gorjanc at bfro.uni-lj.si
Fri Feb 10 13:35:21 CET 2006


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

----------------------------------------------------------------------
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.




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