mleig {ig}R Documentation

Maximum likelihood estimation of the IGTD

Description

The function mleig gives the maximum likelihood estimate (MLE) of the parameters mu and lambda of the IGD (classical case) from a sample of observations based on this distribution.

Usage

mleig(x)

Arguments

x Vector of observations.

Details

The MLEs of the parameters mu and lambda of the classical IG distribution are obtained using the analytical expressions of these estimators.

Value

mleig() computes MLEs for the parameters of the classical IGD giving results according to the following list:

muEstimate Returns the value of the MLE of mu.
lambdaEstimate Returns the value of the MLE of lambda.

Author(s)

Víctor Leiva <victor.leiva@uv.cl; victor.leiva@yahoo.com>,
Hugo Hernández <hugo.hernandez.p@gmail.com> and
Antonio Sanhueza <asanhueza@ufro.cl>.

References

Sanhueza, A., Leiva, V., Balakrishnan, N. (2008). A new class of inverse Gaussian type distributions. Metrika (in press).

Examples

## Generates a sample from the IGTD with normal kernel
x <- rigt(300, mu = 1.0, lambda = 1.0, kernel = "normal")

## Computes the likelihood for a sample x from the IGTD with normal kernel
mleig(x)

[Package ig version 1.2 Index]