Maximum Likelihood Estimation of TPXG Distribution {TPXG} | R Documentation |
Maximum likelihood estimation of the TPXG distribution parameters.
Description
Estimation of \alpha
and \theta
parameters of Two Parameter Xgamma distribution using maximum likelihood.
Usage
tpxg.mle(x)
Arguments
x |
A numeric vector containg strictly positive values. |
Details
The log-likelihood functiono of the TPXG distribution is given by:
\ln L(\alpha, \theta|x) = 2n \ln \theta - n \ln (\alpha + \theta) - \theta \left(\sum_{i=1}^{n} x_i\right)
+ \sum_{i=1}^{n} \ln \left(1 + \frac{\alpha\theta}{2}x_i^2\right)
Value
A named numeric vector containing the estimated values for \alpha
, \theta
and maximum likelihood.
Author(s)
Nikolaos Kontemeniotis.
R implementation and documentation: Nikolaos Kontemeniotis kontemeniotisn@gmail.com and Michail Tsagris mtsagris@uoc.gr.
References
"Sen, S., Chandra, N. and Maiti, S. S. (2018). On properties and applications of a two-parameter XGamma distribution. Journal of Statistical Theory and Applications, 17(4): 674–685."
See Also
Examples
x <- rtpxg(1000)
tpxg.mle(x)