mlebs: Computing the maximum likelihood (ML) estimator for the...

In bibs: Bayesian Inference for the Birnbaum-Saunders Distribution

Description

Computing the ML estimator for the GBS distribution proposed by Owen (2006) whose density function is given by

f_{{GBS}}(t|α,β,ν)=\frac{(1-ν)t +ν β}{√{2π}α √{β}t^{ν+1}} \exp≤ft\{-\frac{(t-β)^2}{2α^2β t^{2ν}}\right\},

where t>0. The parameters of GBS distribution are α>0, β>0, and 0<ν<1. For ν=0.5, the GBS distribution turns into the ordinary Birnbaum-Saunders distribution.

Usage

mlebs(x, start, method = "Nelder-Mead", CI = 0.95)

Arguments

x	Vector of observations.
start	Vector of the initial values.
method	The method for the numerically optimization that includes one of CG,Nelder-Mead, BFGS, L-BFGS-B, and SANN.
CI	Confidence level for constructing asymptotic confidence intervals. That is 0.95 by default.

Value

A list including the ML estimator, goodness-of-fit measures, asymptotic 100(1-α)\% confidence interval (CI) and corresponding standard errors, and Fisher information matix.

Author(s)

Mahdi Teimouri

Examples

data(fatigue)
x <- fatigue
mlebs(x, start = c(1, 29), method = "Nelder-Mead", CI = 0.95)

bibs documentation built on Jan. 27, 2022, 5:08 p.m.