Question: Consider independent observations y1,,yn from the model YiPoisson() . Using likelihood L() and log-likelihood l() as appropriate, compute the following items. 1.Derive the maximum likelihood
Consider independent observations y1,,yn from the model YiPoisson() . Using likelihood L() and log-likelihood l() as appropriate, compute the following items.
1.Derive the maximum likelihood estimate ^ .
2.Write the second derivative of log-likelihood l() .
3.Give an expression of the approximated asymptotic standard error of
by plugging in
and then s.e.(
) = 
4.Consider data 9, 6, 12, 8, 9, 15, 8, 11, 10, 8. Using your formul, compute and write numerical estimates
, s.e.(
) and give a 95% confidence interval for using the normal approximation.
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