simul.mp {normalp}R Documentation

Simulation planning for the parameters of a normal of order p distribution

Description

This function performs a Monte Carlo simulation to compare least square estimators and Maximum Likelihood estimators for the parameters of a normal of order p 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 structure parameter.

Usage

simul.mp(n, m, mu=0, sigmap=1, p=2)

Arguments

n Sample size.
m Number of samples.
mu Value of the location parameter.
sigmap Value of the scale parameter.
p the structure parameter.

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 x 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.

Author(s)

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.

Examples

## Simulation plan for 100 samples of size 20, with mu=0, sigmap=1, p=3.
simul.mp(20,100,mu=0,sigmap=1,p=3)

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