[R] MLE for lambda of Poisson distribution using fitdistr

[Kjetil Halvorsen]

What is wrong with using
mean(x)
to get the MLE of the poisson lambda?

Kjetil

On Tue, Oct 27, 2009 at 9:17 AM, David Winsemius <dwinsemius at comcast.net> wrote:
>
> 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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