Description Usage Arguments Value Author(s) References See Also Examples
Negative log-likelihood function for Roy's bivariate geometric model
1 | loglikgeomRoy(par, x, y)
|
par |
a vector containing the values of the three parameters θ_1, θ_2, and θ_3 |
x |
numeric vector of sample x-values (non-negative integers) |
y |
numeric vector of sample x-values (non-negative integers), same length as |
Value of the negative log-likelihood function
Alessandro Barbiero
Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.
1 2 3 4 5 6 7 8 9 10 11 | theta1 <- 0.5
theta2 <- 0.7
theta3 <- 0.9
# random sample of size n=1000:
set.seed(12345)
n <- 1000
d <- rbivgeomRoy(n, theta1, theta2, theta3)
# parameter estimation, using the different proposed methods:
hattheta <- estbivgeomRoy(d[,1], d[,2], "ML")
loglikgeomRoy(hattheta, x=d[,1], y=d[,2])
# negative value of the (maximized) log-likelihood function
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.