- #1
Thinkmarble
- 6
- 0
How do I estimate the standart deviation for the mean average of an poisson-distribution ?
The mean average was estimated with the maximum-likelihood method by graphing the likelihood in dependence of the mean average, then just reading off the value for which the likelihood became maximal.
Up to this point I had not problem.
But I also have to determine the standard deviation for my estimation of the mean average.
And that is where I run into problems.
I'm told that "by an deviation from (...) the mean average of the standart deviation the -2*ln(L) function increases by one unit compared with the minimum".
If I understand that correctly:
Minimum of the log-likelihood is 100 at an mean average of a.
At an mean average of b my log-likelihood has the value 101(99).
So my standart deviation is a-b.
Is this interpretation correct ?
The mean average was estimated with the maximum-likelihood method by graphing the likelihood in dependence of the mean average, then just reading off the value for which the likelihood became maximal.
Up to this point I had not problem.
But I also have to determine the standard deviation for my estimation of the mean average.
And that is where I run into problems.
I'm told that "by an deviation from (...) the mean average of the standart deviation the -2*ln(L) function increases by one unit compared with the minimum".
If I understand that correctly:
Minimum of the log-likelihood is 100 at an mean average of a.
At an mean average of b my log-likelihood has the value 101(99).
So my standart deviation is a-b.
Is this interpretation correct ?