Thank you everyone for responding. David, 3.75 in my example was equivalent to the mean of the values, which i thought was too much a coincidence... What do you think the significance of "(0.03343)". What is this value?
Kjetil, Are you saying that mean(x) is same as the MLE for the poisson lambda? Thanks again! Ankush ________________________________ From: Peter Ehlers <ehl...@ucalgary.ca> To: Kjetil Halvorsen <kjetilbrinchmannhalvor...@gmail.com> Sent: Tue, October 27, 2009 10:15:31 AM Subject: Re: [R] MLE for lambda of Poisson distribution using fitdistr Kjetil Halvorsen wrote: > What is wrong with using > mean(x) > to get the MLE of the poisson lambda? > and mean(x)/length(x) to get its estimated variance. -Peter Ehlers > Kjetil > > On Tue, Oct 27, 2009 at 9:17 AM, David Winsemius <dwinsem...@comcast.net> > 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. [[alternative HTML version deleted]] ______________________________________________ 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.
