[R] MLE for lambda of Poisson distribution using fitdistr
David Winsemius
dwinsemius at comcast.net
Tue Oct 27 13:17:32 CET 2009
On Oct 26, 2009, at 11:25 PM, ankush2kn at yahoo.com wrote:
> Hi,
>
> I am using the fitdistr of MASS to get the MLE for the lambda of a
> Poisson distribution.
> When i run the fitdistr command, i get an output that looks like -
>
> lambda
> 3.750000
> (0.03343)
>
> Couple of questions -
> 1. is the MLE 0.03343 for the lambda of the given distribution then?
> 2. How would I calculate the variance of the MLE for the lambda?
It would be more typical statistical usage to have output of the form:
estimate ( se(estimate) ) .... so I was expecting 3.75 to be the
estimate. Looking at the help page and running str(.) on the fitdistr
object of the first example confirms my expectations. Why did you
think the help page was suggesting otherwise?
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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