simul.mp: Simulation planning for the parameters of an exponential power distribution
Description
This function performs a Monte Carlo simulation to compare least square estimators and
Maximum Likelihood estimators for the parameters of an exponential power distribution.
For each sample, it calls the function paramp, returning the arithmetic
means, the max-likelihood estimates of the location parameter, the standard deviations,
the max-likelihood estimates of the scale parameter and the estimates of the shape parameter.
Usage
simul.mp(n, m, mu=0, sigmap=1, p=2)
Value
This function is useful to compare several kinds of estimators.
It returns an object of class "simul.mp", a list containing the following components:
dat
A matrix \(m\times 5\) containing the results of paramp for each sample.
table
A matrix reporting the means and the variances of the values of the five estimators.
Arguments
n
Sample size.
m
Number of samples.
mu
Value of the location parameter.
sigmap
Value of the scale parameter.
p
the shape parameter.
Author
Angelo M. Mineo
References
Mineo, A.M. (1995) Stima dei parametri di intensit\`a e di scala di una curva normale
di ordine p (p incognito). Annali della Facolt\`a di Economia dell'Universit\`a di Palermo
(Area Statistico-Matematica), pp. 125-159.