Suppose that X1,...,Xn form a random sample from a Poisson

Chapter 7, Problem 5

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QUESTION:

Suppose that X1,...,Xn form a random sample from a Poisson distribution for which the mean is unknown, ( > 0). a. Determine the M.L.E. of , assuming that at least one of the observed values is different from 0. b. Show that the M.L.E. of does not exist if every observed value is 0.

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QUESTION:

Suppose that X1,...,Xn form a random sample from a Poisson distribution for which the mean is unknown, ( > 0). a. Determine the M.L.E. of , assuming that at least one of the observed values is different from 0. b. Show that the M.L.E. of does not exist if every observed value is 0.

ANSWER:

Step 1 of 3

Let random variables  have joint pdf or pmb

where the parameters  are unknown. When function  is a function of parameters  , it is called the

likelihood function

. Values  that maximize the likelihood function are the maximum likelihood estimates (mle's), or equally values  for which

for every . By substituting  with , the

maximum likelihood estimators

are obtained.

A random variable  with pmf

for , is said to have Poisson Distribution with parameter .

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