Skip to main content
13 events
when toggle format what by license comment
Mar 22, 2016 at 8:46 history edited Tim CC BY-SA 3.0
added 302 characters in body
Mar 22, 2016 at 8:31 history edited Tim CC BY-SA 3.0
added 1083 characters in body
Mar 22, 2016 at 6:57 comment added mavavilj I'm still a bit unclear about the reasoning that leads to calculating the weighted mean. Why are the $y$s considered as weights?
Mar 22, 2016 at 6:13 vote accept mavavilj
Mar 21, 2016 at 13:51 history edited Tim CC BY-SA 3.0
added 2268 characters in body
Mar 21, 2016 at 13:43 comment added mavavilj What's the reasonability of inferring $y$s as weights for the weighted mean (to get the MLE)?
Mar 21, 2016 at 12:56 comment added Tim @mavavilj no, it means finding such value of parameters of distribution (in this case of $\lambda$) that makes the distribution function best fit the empirical distribution (see first paragraph). The last paragraph is about how your data is stored. If something is still unclear, please comment.
Mar 21, 2016 at 12:53 comment added mavavilj So does fitting a model mean calculating the (empirical) $P(X=x_i)$ for each $x_i$?
Mar 21, 2016 at 9:45 history edited Tim CC BY-SA 3.0
added 330 characters in body
Mar 21, 2016 at 9:17 history edited Tim CC BY-SA 3.0
deleted 139 characters in body
Mar 21, 2016 at 9:09 history edited Tim CC BY-SA 3.0
deleted 139 characters in body
Mar 21, 2016 at 9:08 comment added mavavilj But how does one calculate those? I don't understand the connection between Poisson, x and y. I guess $x$ is what one plugs into the Poisson p.m.f. as $k$, but how is the Poisson p.m.f. related to the $y$s?
Mar 21, 2016 at 9:02 history answered Tim CC BY-SA 3.0