MEst: Moment Estimators of the two parameters of the Weibull...

In EWGoF: Goodness-of-Fit Tests for the Exponential and Two-Parameter Weibull Distributions

Description

This function computes the Moment Estimators (MEs) of the shape and scale parameters of the Weibull distribution from an i.i.d sample x. It also gives the sample \breve{y} after using the logarithmic transformation (\breve{y}=(\breve{shape})\ln(x/\breve{scale}), where \breve{shape} and \breve{scale} are the estimated shape and scale parameters).

Usage

MEst(x)

Arguments

x	a numeric vector of data values.

Details

The elements of the numeric vector should be positive. The support of the Weibull distribution is R+*. These estimators are based on the moments of the extreme value distribution.

Value

A list containing the following elements:

eta	the moment estimator of the scale parameter of the Weibull distribution (\breve{scale}).
beta	the moment estimator of the shape parameter of the Weibull distribution (\breve{shape}).
y	the pseudo-observations \breve{y} after using the logarithmic transformation and the MEs.

Author(s)

Meryam KRIT

References

Rinne H., The Weibull distribution - A handbook, CRC-Chapman & Hall, 2009.

Examples

x <- rweibull(50,2,3)

Est <- MEst(x)

#Value of the moment estimator of the scale parameter
Est$eta

#Value of the moment estimator of the shape parameter
Est$beta

EWGoF documentation built on May 2, 2019, 6:09 a.m.