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EE4211 Assignment 0 Solution

Q1. Consider a Geiger counter in a nuclear power plant that measure the number of radiation counts. We observe 𝑛 readings from the counter and denote them as π‘₯1, π‘₯2, β‹― , π‘₯𝑛. It is known that the number of radiation counts follows a Poisson distribution with parameter πœ†.
πœ†π‘₯𝑒−πœ†
𝑃(π‘₯; πœ†) = , π‘₯ = 0,1,2, β‹―
π‘₯!
Find the MLE estimate of πœ† based on the observed values π‘₯1, π‘₯2, β‹― , π‘₯𝑛.

Q2. Consider the following 20 data samples generated from a Poisson distribution:
π‘₯1 π‘₯2 π‘₯3 π‘₯4 π‘₯5 π‘₯6 π‘₯7 π‘₯8 π‘₯9 π‘₯10 π‘₯11 π‘₯12 π‘₯13 π‘₯14 π‘₯15 π‘₯16 π‘₯17 π‘₯18 π‘₯19 π‘₯20
3 1 2 1 2 1 0 2 1 0 5 6 3 2 4 4 0 5 5 3

Plot the MLE estimate for the parameter πœ† as a function of the number of samples (i.e., plot the MLE estimate for πœ† when you consider only π‘₯1, only π‘₯1 and π‘₯2, only π‘₯1, π‘₯2 and π‘₯3, and so on till you consider all 20 data points).

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