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August 25th, 2018, 12:36 AM   #1
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Unhappy Estimator for Poisson Distribution


New here, my first post.

Looking for some help on how to find the Variance of the Maximum Likelihood Estimator, that is

Var(λhat) = ??

Given that I've already done the working to show that the MLE of λ is equal to xbar (the sample mean).

Any help is much appreciated
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August 25th, 2018, 10:57 AM   #2
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The estimator will be a compound Poisson random variable.

Have a look at this to see about calculating the mean and variance of the estimator.
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