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Finding Lambda in Poisson distribution

3 messages · Saeed Ahmadi, Rau, Roland, Matthias Kohl

#
Hi,

I have a dataset. First of all, I know that my dataset shall follow the
Poission distribution. Now I have two questions:
1) How can I check that my data follow the Poisson distribution?
2) How can I calculate Lambda of my data?

Regards
Saeed
#
Hi,
is this maybe some homework?

For 2): I simulated data and did some simple MLE. I don't know if this
is the recommended way, but it worked fine for me. 

Best,
Roland

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#
Hi,

assuming the assumption of Poisson distribution is true (or at least 
approximately true), you can use MLE as mentioned by Roland using 
(fitdistr of MASS, mle of stats4, MLEstimator of distrMod, probably more).

Using package distrMod you can compute minimum distance estimators (cf. 
function MDEstimator).

Using package ROptEst you can compute (in some sense) optimally robust 
estimators (cf. function roptest).

Best,
Matthias
Rau, Roland wrote: