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dim&dimmer
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Homework Statement
Suppose X has a Poisson distribution with parameter lambda. Given a random sample of n observations,
Find the MLE of lambda, and hat lambda.
Find the expected value and variance of hat lambda.
Show that hat lambda is a consistent estimator of lambda.
Homework Equations
PX(x) = e^-lambda.lambda^x/x!
E(X) = lambda ? or mean
var (X) = lambda ?? or mean
The Attempt at a Solution
I am really struggling with stats, hope someone can help.
I try to find likelihood function
L(x1,x2,...,xn|lambda) = e^-lambda.lambda^x/x!
= capital pi from i=1 to n, e^-lambda.lambda^xi/xi!
then I'm stuck.
Differentiating with respect to lambda,
-e^-lambda.xlambda^(x-1)/x!
is that the answer?
sorry about the notation also, is there somewhere on this site to get the symbols?
Any help greatly appreciated.