[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
----------------------------------------------------------------------
"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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