CITAN (version 2011.08-1)

discrpareto2.mleksestimate: Estimation of shape and scale parameters for the Discretized Pareto-Type II distribution (MLE)

Description

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

Usage

discrpareto2.mleksestimate(x, kmin=1e-04, kmax=100, smin=1e-04,
    smax=100)

Arguments

x
a non-negative numeric vector.
kmin
lower bound for the shape parameter.
kmax
upper bound for the shape parameter.
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. }

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.mlekestimate, discrpareto2.goftest