pseu.logL

Return the pseudo log likelihood value.

Implements the EM algorithm with one-step Gradient Descent method to estimate
the parameters of the Block-Basu bivariate Pareto distribution with location
and scale. We also found parametric bootstrap and asymptotic confidence
intervals based on the observed Fisher information of scale and shape parameters,
and exact confidence intervals for location parameters. Details are in
Biplab Paul and Arabin Kumar Dey (2023) <doi:10.48550/arXiv.1608.02199>
"An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto
distribution with location and scale";
E L Lehmann and George Casella (1998) <doi:10.1007/b98854> "Theory of Point Estimation";
Bradley Efron and R J Tibshirani (1994) <doi:10.1201/9780429246593>
"An Introduction to the Bootstrap";
A P Dempster, N M Laird and D B Rubin
(1977) <www.jstor.org/stable/2984875> "Maximum Likelihood from Incomplete
Data via the EM Algorithm".

Biplab Paul

bvpa

Bivariate Pareto Distribution

Arabin Kumar Dey

pseu.logL function

<dl><dt>I</dt>
<dd>baivariate observations.</dd>
<dt>mu1</dt>
<dd>value of \(\mu_1\).</dd>
<dt>mu2</dt>
<dd>value of \(\mu_2\).</dd>
<dt>s1</dt>
<dd>value of \(\sigma_1\).</dd>
<dt>s2</dt>
<dd>value of \(\sigma_2\).</dd>
<dt>a0</dt>
<dd>value of \(\alpha_0\).</dd>
<dt>a1</dt>
<dd>value of \(\alpha_1\).</dd>
<dt>a2</dt>
<dd>value of \(\alpha_2\).</dd></dl>

Arguments

Biplab Paul &lt;paul.biplab497@gmail.com&gt; and Arabin Kumar Dey &lt;arabin@iitg.ac.in&gt;

Author

Pseudo log-likelihood function of Block-Basu Bivariate Pareto (BBBVPA) distribution — pseu.logL

<dl>

<dt>I</dt>
<dd>baivariate observations.</dd>


<dt>mu1</dt>
<dd>value of \(\mu_1\).</dd>


<dt>mu2</dt>
<dd>value of \(\mu_2\).</dd>


<dt>s1</dt>
<dd>value of \(\sigma_1\).</dd>


<dt>s2</dt>
<dd>value of \(\sigma_2\).</dd>


<dt>a0</dt>
<dd>value of \(\alpha_0\).</dd>


<dt>a1</dt>
<dd>value of \(\alpha_1\).</dd>


<dt>a2</dt>
<dd>value of \(\alpha_2\).</dd>

</dl>

pseu.logL: Pseudo log-likelihood function of Block-Basu Bivariate Pareto (BBBVPA) distribution

Description

Usage

Value

Arguments

Author

Examples