Description Usage Arguments Value Author(s) Examples
Bernoulli distribution is characterized by the following probability mass function,
f(x;p) = p^x (1-p)^{1-x}
where the domain is x \in \lbrace 0,1 \rbrace with proportion parameter p \in [0,1].
1 |
x |
a length-n vector of values \lbrace 0, 1 \rbrace. |
weight |
a length-n weight vector. If set as |
a named list containing (weighted) MLE of
proportion parameter p.
Kisung You
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | # generate data with p=0.5
x = sample(0:1, 50, replace=TRUE, prob=c(0.5,0.5))
# fit unweighted
Bernoulli(x)
## Not run:
# put random weights to see effect of weights
niter = 1000
ndata = 200
# generate data as above and fit unweighted MLE
x = sample(0:1, ndata, replace=TRUE, prob=c(0.5,0.5))
xmle = Bernoulli(x)
# iterate
vec.p = rep(0,niter)
for (i in 1:niter){
# random weight
ww = abs(stats::rnorm(ndata))
# fit
MLE = Bernoulli(x, weight=ww)
vec.p[i] = MLE$p
if ((i%%10) == 0){
print(paste0(" iteration ",i,"/",niter," complete.."))
}
}
# distribution of weighted estimates + standard MLE
opar <- par(no.readonly=TRUE)
hist(vec.p, main="proportion 'p'")
abline(v=xmle$p, lwd=3, col="red")
par(opar)
## End(Not run)
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