If I had three parameters: eta, lambda1, lambda2 s.t. eta = (lambda1 - lambda2), then is it true that the MLE(eta) = MLE(lambda1) - MLE(lambda2)?
Here the MLE (Maximum Likelihood Estimate) is derived from d(lambda1|y)/d(lambda1) = 0. Also, assume an average sample size (not too small, not too large). The reason I am asking this is because it is a little difficult to manipulate the likelihood expression which is terms of lambda1 and lambda2 to be an expression of eta. Any help would be greatly appreciated. -dw . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
