Tagged Questions
4
votes
2answers
839 views
Maximum likelihood estimation in a Poisson model for football (soccer) scores
I've got a set of football results and I want to make a probabilty model of football scores as described in Dixon, Coles (1997, http://www.math.ku.dk/~rolf/teaching/thesis/DixonColes.pdf). They ...
5
votes
1answer
226 views
Robust estimation of Poisson distribution
I have a set of numbers which are assumed to be coming from a Poisson distribution. The set has some outliers also and because of that, maximum likelihood estimates are badly affected. I heard that ...
4
votes
1answer
251 views
Minimax estimator for the mean of a Poisson distribution
I recently took a course on Bayesian statistics based on The Bayesian Choice by C. Robert (aka Xi'an). I couldn't solve one of the exercises regarding minimax estimators and was hoping that someone ...
3
votes
1answer
223 views
Estimating Poisson waiting times: using the last, censored sample?
Assume I have a process that I assume to be Poisson, meaning that the waiting time between events is exponentially distributed. As a concrete example, assume I want to estimate the waiting time to a ...
1
vote
3answers
1k views
R code for estimating a Poisson parameter and its CI?
What is the R code to estimate the parameter lambda of the Poisson distribution?
I tried
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