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st: Truncating Poisson - using ML


From   "Vimalanand S. Prabhu" <[email protected]>
To   [email protected]
Subject   st: Truncating Poisson - using ML
Date   Tue, 29 Aug 2006 19:14:02 -0400

Dear all,

The MLE for poisson function is L= exp(-lambda)Lambda^Y/Y!

I found the following code for poisson on a website (by David Todd) as follows:

program define poisreg2
args lnf theta
quietly replace `lnf' = -exp(`theta') + $ML_y1*(`theta')-lnfact($ML_y1)
end

Now, I want to truncate the distribution. The new MLE function is
L2 = L/prob(y<=ymax).
i.e. divide the likelihood function by prob(y<=ymax).
i.e subtract the log function by CDF_POISSON(lambda,ymax).

For that I need a poisson cumulative distribution function which I am not able to find out.

What is the command for finding a cumulative distribution function? It should use two parameters and should be something like, f= poisson(lambda,ymax)

Thanks,

Prabhu

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