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Constrained Poisson and multinomial likelihood equivalence

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Discrete probability distribution Multinomial distribution
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For cell means μj​ with ∑j​μj​=n, the independent Poisson distribution likelihood and the multinomial distribution likelihood with probabilities μj​/n differ by a parameter-independent factor. Thus a maximum-likelihood estimator for the unrestricted Poisson model whose fitted total is n is also an estimator for the constrained multinomial model. Equality of named parameter estimates presumes identifiability and uniqueness; without these, the conclusion concerns the sets of maximizers. A free intercept in a log-linear Poisson model enforces the fitted-total equation.

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  1. Multinomial distribution
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  • Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 3 / 5I / Solution

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