Results 1 to 2 of 2

Math Help - find asympto. distribution of MLE

  1. #1
    Junior Member
    Joined
    May 2008
    Posts
    36

    find asympto. distribution of MLE



    give me a path to do the last part
    Attached Thumbnails Attached Thumbnails find asympto. distribution of MLE-2009-11-23-06.35.58.png  
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    I get for the log likelihood function

     \ln L=-n\ln(1-e^{-\lambda})-n\lambda+\sum X_i\ln\lambda-\ln(\prod (X_i!))

    The derivative wrt lambda is

    {-ne^{-\lambda} \over 1-e^{-\lambda}}-n+{\sum X_i\over \lambda}

    set this equal to zero and divide by n ...

    {\bar X\over \lambda}={1 \over 1-e^{-\lambda}}

    I don't think we can find the MLE of \lambda say \hat \lambda

    But I don't think they want you to either.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. find distribution
    Posted in the Advanced Statistics Forum
    Replies: 7
    Last Post: June 27th 2010, 02:14 PM
  2. Find the distribution
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: November 23rd 2009, 11:07 AM
  3. Find the distribution
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: November 2nd 2009, 02:41 PM
  4. find mle of this distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: October 20th 2009, 02:39 PM
  5. [SOLVED] How To Find The Distribution
    Posted in the Algebra Forum
    Replies: 1
    Last Post: April 25th 2005, 03:33 AM

Search Tags


/mathhelpforum @mathhelpforum