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

[Bernardo Rangel tura]

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

Gregor,

If I understood your LaTeX You is rigth.

If you don´t know have a command wich make this for you:  fitdistr()

Look:


 > d<- rpois(50,5)
 > d
  [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)
 > fitdistr(d,"Poisson")
     lambda
   5.3200000
  (0.3261901)






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Tura