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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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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 …
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