This exercise is a continuation of the example in Section 1.6.2 in which Y,..., Yn are...

 

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This exercise is a continuation of the example in Section 1.6.2 in which Y₁,..., Yn are independent Poisson random variables with the parameter 0. (a) Show that E(Y) = 0 for i = 1,..., n. (b) Suppose 0 = e. Find the maximum likelihood estimator of 3. (c) Minimize S = [(Yi - e³)² to obtain a least squares estimator of 3. This exercise is a continuation of the example in Section 1.6.2 in which Y₁,..., Yn are independent Poisson random variables with the parameter 0. (a) Show that E(Y) = 0 for i = 1,..., n. (b) Suppose 0 = e. Find the maximum likelihood estimator of 3. (c) Minimize S = [(Yi - e³)² to obtain a least squares estimator of 3.

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