ltailw: TailW Log-likelihood function

In SergiVilardell/distributionTails: A Collection of Full Defined Distribution Tails

Description

This function computes the log-likelihood of the tailW with the input sample data.

l(x;α,β) = n(\log(α)+\log(β))+(β-1)∑_{i=1}^{n}\log(x+ν)-α∑_{i=1}^{n}((x+ν)^β-ν^β)

Usage

ltailw(x, threshold, scale, shape)

Arguments

x	Sample data.
threshold	Minimum value of the tail.
scale	Scale parameter.
shape	Shape parameter.

Value

Gives the log-likelihood of the TailW. The length of the result is determined by the length of x.

References

Vilardell, Sergi & Serra, Isabel & Abella, Jaume & del Castillo, Joan & Cazorla, Francisco. (2019). Software Timing Analysis for Complex Hardware with Survivability and Risk Analysis. 227-236. <doi:10.1109/ICCD46524.2019.00036>.

Examples

ltailw(1,1,1,1)

SergiVilardell/distributionTails documentation built on Jan. 17, 2021, 8:44 a.m.