Description Usage Arguments Details Value Author(s) See Also Examples
Loss function for the method of moments (type 3 discrete Weibull)
1 |
par |
vector of parameters q and β |
x |
the vector of sample values |
eps |
error threshold for the numerical computation of the expected value |
The loss function is given by L(x;c,β)=[m_1-\mathrm{E}(X;c,β)]^2+[m_2-\mathrm{E}(X^2;c,β)]^2, where \mathrm{E}(\cdot) denotes the expected value, m_1 and m_2 are the first and second order sample moments respectively.
the value of the quadratic loss function
Alessandro Barbiero
1 2 3 4 5 6 7 | n <- 25
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)
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