CITAN (version 2011.08-1)

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=100)

Arguments

x

a non-negative numeric vector.

s

scale parameter, $s>0$.

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).

See Also

ppareto2, discrpareto2.mleksestimate, discrpareto2.goftest