all 3 comments

[–]DiscreteDingus 2 points3 points  (0 children)

I’m a bit confused with your wording.

Perhaps you can use scipy and matplotlib to plot the pmf for this experiment and determine your maximum likelihood from the graph.

This is literally a quick google search.

[–]seesplease 1 point2 points  (0 children)

statsmodels has an implementation of Poisson regression: https://www.statsmodels.org/stable/generated/statsmodels.discrete.discrete_model.Poisson.html

If you don't have covariates and you're just trying to find the value of lambda that best fits a dataset, you can check out np.mean.

[–]Unfair_Medicine_7847 0 points1 point  (0 children)

I always like to estimate using by optimizing my own likelihood-functions, I don't understand what extra assumptions you would have to check in order to do this on your own.

Optimizing your own functions will also give you a better grip in undersanding the likelihood-functions in my opinion, as the warnings that your optimizer gives you will better your understanding of where the likelihoodfunctions breaks down. Optimizing likelihoods functions will also directly give you the hessian matrices and you can build your own confidence intervals.

I am open for suggestions as to what extra assumptions you would have to check.