Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- Discussions
- :
- How are Gamma-Poisson Distribution Fit Parameters Determined? They differ from ...

Topic Options

- Start Article
- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Oct 13, 2016 1:58 PM
(4843 views)

The distribution platform estimates lambda and sigma parameters for a Gamma-Poisson distribution of the attached data to be 10.0 and 4.4. A separate least-squares method finds 7.5 and 2.1. I am not proposing the orange line to be better than the gray (JMP) only that it fits my current needs better. For other data sets the parameters found by both systems are fairly close.

Does anyone have an idea as to what is happening here?

Sum of error squared

JMP: 0.014

Solver: 0.0086

Thanks,

Isaac

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

normaly with MLE (maximum likelihood estimation)

https://en.wikipedia.org/wiki/Maximum_likelihood_estimation

the -2log(Likelihood) in your picture is a good hint that it's probably used.

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

normaly with MLE (maximum likelihood estimation)

https://en.wikipedia.org/wiki/Maximum_likelihood_estimation

the -2log(Likelihood) in your picture is a good hint that it's probably used.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Re: How are Gamma-Poisson Distribution Fit Parameters Determined? They differ from a least-squares

Thank you maurogerber.

I figured this out shortly after posting the question but then couldn't edit the question as the site was down. :-(

I figured this out shortly after posting the question but then couldn't edit the question as the site was down. :-(