lossdw3: Loss function

Description

Loss function for the method of moments (type 3 discrete Weibull)

Usage

lossdw3(par, x, eps = 1e-04)

Arguments

par

vector of parameters $q$ and $\beta$

the vector of sample values

eps

error threshold for the numerical computation of the expected value

Value

the value of the quadratic loss function

Details

The loss function is given by $L(x;c,\beta)=[m_1-\mathrm{E}(X;c,\beta)]^2+[m_2-\mathrm{E}(X^2;c,\beta)]^2$, where $\mathrm{E}(\cdot)$ denotes the expected value, $m_1$ and $m_2$ are the first and second order sample moments respectively.

Examples

Run this code

n <- 25
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)