# ferg.df: Ferguson's Estimator In NSM3: Functions and Datasets to Accompany Hollander, Wolfe, and Chicken - Nonparametric Statistical Methods, Third Edition

 ferg.df R Documentation

## Ferguson's Estimator

### Description

Function to compute an approximation of Ferguson's estimator mu_n.

### Usage

```ferg.df(x, alpha, mu, npoints,...)
```

### Arguments

 `x` a vector of data of length n `alpha` the degree of confidence in mu `mu` the prior guess of the unknown P (a pdf) `npoints` the number of estimated points returned `...` all of the arguments needed for mu

### Value

The function returns a vector of length num.points for Ferguson's estimator.

Rachel Becvarik

### References

See Section 16.2 of Hollander, Wolfe, Chicken - Nonparametric Statistical Methods 3.

### Examples

```##Hollander-Wolfe-Chicken Figure 16.2
framingham<-c(2273, 2710, 141, 4725, 5010, 6224, 4991, 458, 1587, 1435, 2565, 1863)
plot.ecdf(framingham)
lines(sort(framingham),pexp(sort(framingham), 1/2922), lty=3)
temp.x = seq(min(framingham), max(framingham), length.out=100)
lines(temp.x,ferg.df(sort(framingham), 4, npoints=100,pexp,1/2922), col=2, type="s", lty=2)
legend("bottomright",  lty=c(1,3,2), legend=c("ecdf", "prior", "ferguson"), col=c(1,1,2))
```

NSM3 documentation built on Aug. 17, 2022, 1:13 a.m.