EstMLECOMPBin: Estimating the probability of success and v parameter for COM Poisson Binomial Distribution

Description

The function will estimate the probability of success and v parameter using the maximum log likelihood method for the COM Poisson Binomial distribution when the binomial random variables and corresponding frequencies are given.

Usage

EstMLECOMPBin(x,freq,p,v,...)

Value

EstMLECOMPBin here is used as a wrapper for the mle2 function of bbmle package therefore output is of class of mle2.

Arguments

x: vector of binomial random variables.
freq: vector of frequencies.
p: single value for probability of success.
v: single value for v.
...: mle2 function inputs except data and estimating parameter.

Details

$$x = 0,1,2,...$$ $$freq \ge 0$$ $$0 < p < 1$$ $$-\infty < v < +\infty$$

NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.

References

Borges, P., Rodrigues, J., Balakrishnan, N. and Bazan, J., 2014. A COM-Poisson type generalization of the binomial distribution and its properties and applications. Statistics & Probability Letters, 87, pp.158-166.

Available at: http://conteudo.icmc.usp.br/CMS/Arquivos/arquivos_enviados/BIBLIOTECA_113_NSE_90.pdf

Examples

Run this code

No.D.D <- 0:7               #assigning the random variables
Obs.fre.1 <- c(47,54,43,40,40,41,39,95)     #assigning the corresponding frequencies

#estimating the parameters using maximum log likelihood value and assigning it
parameters <- EstMLECOMPBin(x=No.D.D,freq=Obs.fre.1,p=0.5,v=0.1)

bbmle::coef(parameters)           #extracting the parameters

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