bivgeom (version 1.0)

estbivgeomRoy: Parameter estimation

Description

Parameter estimation for Roy's bivariate geometric model

Usage

estbivgeomRoy(x, y, method = "LS")

Arguments

x

vector of observations from the first variable \(X\)

y

vector of observations from the first variable \(y\), same length as x

method

One of the possible estimation methods: "ML" (maximum likelihood), "LS" (least squares), "MMP" (method of moment and poroportion), "M1", "M2", "M3", and "M4" (several variants of the method of moments)

Value

a vector of length 3 containing the estimates of \(theta_1\), \(theta_2\), and \(theta_3\)

References

Barbiero, A. (2018) Properties and estimation of a bivariate geometric model with locally constant failure rates, submitted

Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.

See Also

dbivgeomRoy, minuslogRoy

Examples

# NOT RUN {
theta1 <- 0.5
theta2 <- 0.7
theta3 <- 0.9
# random sample of size n=1000:
set.seed(12345)
n <- 1000
d <- rbivgeomRoy(n, theta1, theta2, theta3)
# parameter estimation, using the different proposed methods:
hattheta <- estbivgeomRoy(d[,1], d[,2], "ML")
hattheta # MLEs
estbivgeomRoy(d[,1], d[,2], "LS")
estbivgeomRoy(d[,1], d[,2], "MMP")
# }