lossdw3 {DiscreteWeibull} | R Documentation |
Loss function for the method of moments (type 3 discrete Weibull)
lossdw3(par, x, eps = 1e-04)
par |
vector of parameters |
x |
the vector of sample values |
eps |
error threshold for the numerical computation of the expected value |
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.
the value of the quadratic loss function
Alessandro Barbiero
n <- 25
c <- 1/3
beta <- 2/3
x <- rdweibull3(n, c, beta)
par <- estdweibull3(x, "M")
par
lossdw3(par, x)