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fb4package (version 2.0.0)

mle_estimate_p_value_lognormal: Maximum Likelihood Estimation for p_value using log-normal distribution

Description

Estimates p_value and uncertainty using observed final weights with a frequentist likelihood approach assuming log-normal weight distribution.

Usage

mle_estimate_p_value_lognormal(
  observed_weights,
  simulation_function,
  estimate_sigma = TRUE,
  fixed_sigma = 0.1
)

Value

List with MLE results

Arguments

observed_weights

Vector of observed final weights

simulation_function

Function that runs simulation and returns weight

estimate_sigma

Whether to estimate sigma or use fixed value

fixed_sigma

Fixed sigma value (if estimate_sigma = FALSE)