num.iterations <- 5000 lambda.truth <- 0.4 num.samples.per.iter <- 1000 samples <- numeric(num.iterations) for(iter in seq_len(num.iterations)) { data <- rpois(num.samples.per.iter, lambda.truth) samples[iter] <- 2*num.samples.per.iter*(mean(data)*log(mean(data)/lambda.truth) + lambda.truth - mean(data)) } hist(samples, freq=F, main='Histogram of LLR', xlab='sampled values of LLR values') curve(dchisq(x, 1), 0, 20, lwd=2, xlab = "", ylab = "", add = T)