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Mathematics, 26.11.2021 21:40 larenhemmings
Suppose that Y1, Y2, . . . , Yn denote a random sample from the Poisson distribution with
mean λ.
a Find the MLE ˆλ for λ.
b Find the expected value and variance of ˆλ.
c Show that the estimator of part (a) is consistent for λ.
d What is the MLE for P(Y = 0) = e−λ?
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Answers: 2
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Suppose that Y1, Y2, . . . , Yn denote a random sample from the Poisson distribution with
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