sample program
Hi,
I have a distribution F(x,y)= exp{-lambda1.x-lambda2.y-lambda3.max(x,y)}, x,y0 and all the lambdas are also positive. i want to find the maximum likelihood estimates these lambdas. Could you point to any sample program code that would help me to do this work? i would like to do it in SAS or "R". Best regards. Eben. |
sample program
Presumably you are using a period for multiplication and you mean this to be
a pdf, but you are missing a scale factor to make the integral equal to 1. It is also unclear what your data is. Do you intend to estimate the lambdas from a single x and y (no unique solution), or a sample of n independent bivariate observations? Jerry " wrote: Hi, I have a distribution F(x,y)= exp{-lambda1.x-lambda2.y-lambda3.max(x,y)}, x,y0 and all the lambdas are also positive. i want to find the maximum likelihood estimates these lambdas. Could you point to any sample program code that would help me to do this work? i would like to do it in SAS or "R". Best regards. Eben. |
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