Theoretical derivation of Maximum Likelihood Estimator for Poisson PDF:
Suppose X=(x1,x2,…, xN) are the samples taken from a random distribution whose PDF is parameterized by the parameter . If the PDF of the underlying parameter satisfies some regularity condition (if the log of the PDF is differentiable) then the likelihood function is given by Here is the PDF of the underlying distribution. Hereafter we … Read more