MME_var: Asymptotic covariance matrix of estimators

In WLinfer: Statistical Inference in Weighted Lindley Distribution

Asymptotic covariance matrix of estimators

Description

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.

Usage

MME_var(l, p, n)

MMEm_var(l, p, n)

MLE_var(l, p, n)

MLEc_var(l, p, n)

Arguments

l	a numeric value.
p	a numeric value.
n	a numeric value.

Details

These functions implement formulas given in Hyoung-Moon Kim. et al. (2020).

Value

A matrix of asymptotic covariance of lambda and phi.

References

Hyoung-Moon Kim. and Yu-Hyeong Jang. (2020). New Closed-Form Estimators for Weighted Lindley Distribution. , submitted.

Examples

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)

WLinfer documentation built on Sept. 2, 2022, 9:06 a.m.