lossdw3 {DiscreteWeibull}

R Documentation

Loss function

Description

Loss function for the method of moments (type 3 discrete Weibull)

Usage

lossdw3(par, x, eps = 1e-04)

Arguments

par	vector of parameters q and \beta
x	the vector of sample values
eps	error threshold for the numerical computation of the expected value

Details

The loss function is given by L(x;c,\beta)=[m_1-\mathrm{E}(X;c,\beta)]^2+[m_2-\mathrm{E}(X^2;c,\beta)]^2, where \mathrm{E}(\cdot) denotes the expected value, m_1 and m_2 are the first and second order sample moments respectively.

Value

the value of the quadratic loss function

Author(s)

Alessandro Barbiero

See Also

Edweibull3

Examples

n <- 25
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)

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