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 donĀ“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) []s Tura ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html