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 <dwinsem...@comcast.net> wrote: > > On Oct 26, 2009, at 11:25 PM, ankush...@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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
