loglikgeomRoy {bivgeom}R Documentation

Log-likelihood function

Description

Negative log-likelihood function for Roy's bivariate geometric model

Usage

loglikgeomRoy(par, x, y)

Arguments

par

a vector containing the values of the three parameters θ_1, θ_2, and θ_3

x

numeric vector of sample x-values (non-negative integers)

y

numeric vector of sample x-values (non-negative integers), same length as x

Value

Value of the negative log-likelihood function

Author(s)

Alessandro Barbiero

References

Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.

See Also

dbivgeomRoy

Examples

theta1 <- 0.5
theta2 <- 0.7
theta3 <- 0.9
# random sample of size n=1000:
set.seed(12345)
n <- 1000
d <- rbivgeomRoy(n, theta1, theta2, theta3)
# parameter estimation, using the different proposed methods:
hattheta <- estbivgeomRoy(d[,1], d[,2], "ML")
loglikgeomRoy(hattheta, x=d[,1], y=d[,2])
# negative value of the (maximized) log-likelihood function

[Package bivgeom version 1.0 Index]