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Suppose that X1,...,Xn form a random sample from a Poisson
Chapter 7, Problem 5(choose chapter or problem)
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.
Questions & Answers
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 .