Maximum likelihood estimation of the GEP, EP and PE distributions {geppe}

Maximum likelihood estimation of the GEP, EP and PE distributions

Description

Maximum likelihood estimation of the GEP, EP and PE distributions.

Usage

epois.mle(x)
gep.mle(x)
pe.mle(x)

Arguments

x

A numerical vector with non negative values.

Details

Maximum likelihood estimation of the EP, GEP and PE distributions is performed.

Value

A list including:

param

A vector with the estimated values of \alpha, \beta, \theta, \lambda, depending on the distribution used.

loglik

The log-likelihood value of the distribution.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Barreto-Souza W. and Cribari-Neto F. (2009). A generalization of the exponential-Poisson distribution. Statistics and Probability Letters, 79(24): 2493–2500.

Louzada F., Ramos P. L. and Ferreira H. P. (2020). Exponential-Poisson distribution: estimation and applications to rainfall and aircraft data with zero occurrence. Communications in Statistics-Simulation and Computation, 49(4): 1024–1043.

Rodrigues G. C., Louzada F. and Ramos P. L. (2018). Poisson-exponential distribution: different methods of estimation. Journal of Applied Statistics, 45(1): 128–144.

See Also

rgep

Examples

x <- repois( 1000, 1, 3)
epois.mle(x)