CITAN (version 2011.08-1)

pareto2.mleksestimate: Estimation of shape and scale parameters for the Pareto-II distribution (MLE)

Description

Finds the maximum likelihood estimator of the type II Pareto distribution's shape parameter $k$ and scale parameter $s$.

Usage

pareto2.mleksestimate(x, tol=1e-20, smin=1e-04, smax=20)

Arguments

x

a non-negative numeric vector.

tol

the desired accuracy (convergence tolerance).

smin

lower bound for the scale parameter.

smax

upper bound for the scale parameter.

Value

• The list with the following components is passed as a result: ll{ k the estimated parameter of shape. s the estimated parameter of scale. } or NA if the maximum of the likelihood function does not exist.

Details

Note that the maximum of the likelihood function may not exist for some input vectors.

See Also

dpareto2, pareto2.goftest, pareto2.zsestimate