mle_eigp

This function provides the analytical solution of theta for given eta EIGP model.

Contains the framework of the estimation, sampling, and hypotheses testing for two special distributions (Exponentiated Exponential-Pareto and Exponentiated Inverse Gamma-Pareto) within the family of Generalized Exponentiated Composite distributions. The detailed explanation and the applications of these two distributions were introduced in Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.1080/03610926.2022.2050399>, Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.3390/math10111895>, and Bowen Liu, Malwane M.A. Ananda (2022) <doi:10.3390/app13010645>.

Bowen Liu

Generalized Exponentiated Composite Distributions

Malwane M.A. Ananda

Dwaipayan Mukhopadhyay

mle_eigp function

<dl><dt>s</dt>
<dd>a numeric value the sum of log(1/x_i^eta), where i is from 1 to m.</dd>
<dt>m</dt>
<dd>m is the number of data items less than the density change point.</dd>
<dt>n</dt>
<dd>n is the sample size, n has to be greater than m.</dd></dl>

Arguments

Analytical solution of theta given eta in EIGP model. — mle_eigp

<dl>

<dt>s</dt>
<dd>a numeric value the sum of log(1/x_i^eta), where i is from 1 to m.</dd>


<dt>m</dt>
<dd>m is the number of data items less than the density change point.</dd>


<dt>n</dt>
<dd>n is the sample size, n has to be greater than m.</dd>

</dl>

mle_eigp: Analytical solution of theta given eta in EIGP model.

Description

Usage

Value

Arguments

Details

Examples