This exercise is a continuation of the example in Section 1.6.2 in which Y,..., Yn are independent Poisson random variables with the parameter 0. (a) Show that E(Y) = 0 for i = 1,..., n. (b) Suppose 0 = e. Find the maximum likelihood estimator of 3. (c) Minimize S = [(Yi - e) to obtain a least squares estimator of 3.