MME_var | R Documentation |
These four functions: MME_var
,
MMEm_var
, MLE_var
and MLEc_var
provide asymptotic covariance matrixs for MME,
modified MME, MLE, MLEc, repectively. All of these can be calculated to a closed form value.
MME_var(l, p, n) MMEm_var(l, p, n) MLE_var(l, p, n) MLEc_var(l, p, n)
l |
a numeric value. |
p |
a numeric value. |
n |
a numeric value. |
These functions implement formulas given in Hyoung-Moon Kim. et al. (2020).
A matrix of asymptotic covariance of lambda and phi.
Hyoung-Moon Kim. and Yu-Hyeong Jang. (2020). New Closed-Form Estimators for Weighted Lindley Distribution. , submitted.
data <- fail_fiber n <- length(data) mme <- MME_WL(data) modified_mme <- MMEm_WL(data) mle <- MLE_WL(data, mme[2]) mlec <- MLEc_WL(data) MME_var(mme[1],mme[2],n) MMEm_var(modified_mme[1],modified_mme[2],n) MLE_var(mle[1],mle[2],n) MLEc_var(mlec[1],mlec[2],n)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.