paramp: Estimation of location and scale parameters
Description
The function paramp returns a list with five elements: arithmetic mean, \(M_p\),
standard deviation, \(S_p\), and shape parameter \(p\), estimated on a sample.
Usage
paramp(x, p)
Value
The estimation of \(\mu\) and \(p\) is based on an iterative method. To show differences between the
least squares method and the maximum likelihood method, it prints out also the mean and the standard deviation.
Mean
Arithmetic mean.
Mp
The estimated value of the location parameter.
Sd
Standard deviation.
Sp
The estimated value of the scale parameter.
p
The estimated value of the shape parameter.
iter
If its value is 1, we have had problems on convergence.
Arguments
x
A vector of observations.
p
If specified, the algorithm uses this value for p,
i.e. the algorithm does not use an estimate of p.
Author
Angelo M. Mineo
References
Mineo, A.M. (1996) La migliore combinazione delle osservazioni: curve normali di ordine p e
stimatori di norma Lp. PhD thesis.