maximum likelihood estimation multi poisson distribution [closed]












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$begingroup$


we assume that T ∼ Poisson(µ), where µ = aU +b. Here, a ∈ R
3 and b ∈ R
are the model parameters
Given m independent observations, {(ui,ti)}i∈[m]
our objective is to find a maximum likelihood estimate
of the parameters a and b from these data.
(a) Compute the corresponding likelihood and log-likelihood functions.
(b) Prove that the log-likelihood function is concave.






statistics







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closed as off-topic by StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy Jan 6 at 20:47


This question appears to be off-topic. The users who voted to close gave this specific reason:


  • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy

If this question can be reworded to fit the rules in the help center, please edit the question.


















    -1












    $begingroup$


    we assume that T ∼ Poisson(µ), where µ = aU +b. Here, a ∈ R
    3 and b ∈ R
    are the model parameters
    Given m independent observations, {(ui,ti)}i∈[m]
    our objective is to find a maximum likelihood estimate
    of the parameters a and b from these data.
    (a) Compute the corresponding likelihood and log-likelihood functions.
    (b) Prove that the log-likelihood function is concave.






    statistics







    share|cite|improve this question









    $endgroup$



    closed as off-topic by StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy Jan 6 at 20:47


    This question appears to be off-topic. The users who voted to close gave this specific reason:


    • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy

    If this question can be reworded to fit the rules in the help center, please edit the question.
















      -1












      -1








      -1





      $begingroup$


      we assume that T ∼ Poisson(µ), where µ = aU +b. Here, a ∈ R
      3 and b ∈ R
      are the model parameters
      Given m independent observations, {(ui,ti)}i∈[m]
      our objective is to find a maximum likelihood estimate
      of the parameters a and b from these data.
      (a) Compute the corresponding likelihood and log-likelihood functions.
      (b) Prove that the log-likelihood function is concave.






      statistics







      share|cite|improve this question









      $endgroup$




      we assume that T ∼ Poisson(µ), where µ = aU +b. Here, a ∈ R
      3 and b ∈ R
      are the model parameters
      Given m independent observations, {(ui,ti)}i∈[m]
      our objective is to find a maximum likelihood estimate
      of the parameters a and b from these data.
      (a) Compute the corresponding likelihood and log-likelihood functions.
      (b) Prove that the log-likelihood function is concave.






      statistics




      statistics






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Jan 6 at 6:48









      boaz ledermanboaz lederman

      1




      1




      closed as off-topic by StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy Jan 6 at 20:47


      This question appears to be off-topic. The users who voted to close gave this specific reason:


      • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy

      If this question can be reworded to fit the rules in the help center, please edit the question.




      closed as off-topic by StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy Jan 6 at 20:47


      This question appears to be off-topic. The users who voted to close gave this specific reason:


      • "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – StubbornAtom, Paul Frost, Cesareo, José Carlos Santos, amWhy

      If this question can be reworded to fit the rules in the help center, please edit the question.






















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