Fitdistr and MLE for parameter lambda of Poisson distribution

At 09:35 AM 2/10/2006, Gregor Gorjanc wrote:

Hello!

I would like to get MLE for parameter lambda of Poisson distribution. I
can use fitdistr() for this. After looking a bit into the code of this
function I can see that value for lambda and its standard error is
estimated via

estimate <- mean(x)
sds <- sqrt(estimate/n)

Is this MLE? With my poor math/stat knowledge I thought that MLE for
Poisson parameter is (in mixture of LaTeX code)

l(\lambda|x) \propto \sum^n_{i=1}(-\lambda + x_iln(\lambda)).

Is this really equal to (\sum^n_{i=1} x_i) / n

-- 
Lep pozdrav / With regards,
     Gregor Gorjanc

Gregor,

If I understood your LaTeX You is rigth.

If you don??t know have a command wich make this for you:  fitdistr()

Look:

d<- rpois(50,5)
d

 [1]  6  4  6  4  5  5  4 11  7  5  7  3  5 10  4  9  4  2  4  5  4  4 
9  3 10
[26]  4  3  9  6  7  5  4  2  7  3  6  7  8  6  6  3  3  3  2  5  4  3 
8  5  7

library(MASS)
fitdistr(d,"Poisson")

    lambda
  5.3200000
 (0.3261901)