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Q65Section III (Statistics)65 of 84

The Poisson log-likelihood ∑xilog⁡λ−nλ\sum x_i\log\lambda-n\lambda is concave

Let X1,X2,…,XnX_1,X_2,\dots,X_n be a random sample of size nn from Poisson distribution with mean λ\lambda. The log likelihood function L(λ∣x1,x2,…,xn)L(\lambda\mid x_1,x_2,\dots,x_n) is:

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