[R] Maximum Likelihood Estimation Poisson distribution mle {stats4}

S Ellison S.Ellison at LGCGroup.com
Thu Jul 5 14:39:19 CEST 2012

> -----Original Message-----
> > sample.mean<- sum(x*y)/sum(y)
> > sample.mean
> [1] 3.5433
> *This is the contradiction!! *
> Here I am getting the estimate as 3.5433(which is reasonable 
> as most of the values are clustered around 3), but mle code 
> gives the estimate 11.545(which may not be correct as this is 
> out side the range 0:10)
> Why this contradiction? 

Ermm.. the sample mean is mean(y) which is 11.545

I deduce that you and the help page have different views on what the sample y represents.

i also note that x does not figure at all in the help page's log-likelihood, suggesting that y is a simple set of counts, whereas you have interpreted x as the number of instances of each y. That appears not to be the case.



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