discrpareto2.mlekestimate: Estimation of shape parameter for the Discretized Pareto-Type II distribution (MLE)
Description
Finds the maximum likelihood estimator of the Discretized type II Pareto distribution's
shape parameter $k$ for given scale parameter $s$.Usage
discrpareto2.mlekestimate(x, s, kmin=1e-04, kmax=20)
Arguments
x
a non-negative numeric vector.
kmin
lower bound for the shape parameter.
kmax
upper bound for the shape parameter.
Value
- A single numeric value is returned, the ML estimator of $k$.
Details
If X has the Pareto-Type II distribution $P2(k,s)$
then Y=floor(X)
has the Discretized Pareto-Type II distribution DP2(k,s).