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a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.
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Variance of maximum likelihood estimators for Poisson distribution
I wish to find the variance of the ML estimators for a linear model for data which is distributed according to a Poisson distribution.
$$p_i(O_i;E) = \frac{E^{O_i} \exp(-E)}{O_i!}$$
I've found how t …
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Accepted
Variance of maximum likelihood estimators for Poisson distribution
Deadlock broken by Barlow[1].
The matrix of the variances of the ML estimators is given as the inverse of the M matrix, where
$$M_{ij} = \left. -\frac{\partial^2 \ln L}{\partial a_i \partial a_j}\ri …