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日期:2019-02-15 10:19

Lab Assignment 2

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Likelihood methods for the Poisson distribution

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1. First generate 25 observations from the Poisson(lambda=10) distribution and

save them in a vector.

2. Write a function to compute the Log-likelihood for a vector of values of the

mean lambda given the n observations you generated in question 1. Plot the

log-likelihood for a sequence of values of lambda. Axes must be labelled and the

plot must have a title. Ensure that you choose a sequence of lambda values that

bracket the MLE for lambda.

3. Compute the MLE of lambda using the data from question 1 and the function

you defined in question 2 and the optimize() function.

4. Write a function to compute the log relative likelihood - ln(p), r(lambda) -

ln(p) and graph it for a sequence of lambda values and p=.147.

5. Compute the 14.7% Likelihood Interval as the roots of r(lambda) - ln(.147)

= 0. Show the results.


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