mle_tpexp {twopexp}

Maximum likelihood estimation for the two-parameter exponential dist.

Description

To estimate the location (or shift) and scale parameters for the two-parameter exponential distribution based on maximum likelihood method. See detail in source

Usage

mle_tpexp(x, theta = 0, beta = 1)

Arguments

x

vector of quantile (or a data set).

theta

location parameter, where \theta > 0.

beta

scale parameter, where \beta > 0 and rate=1/\beta.

Value

the estimate three values for the two-parameter exponential dist. as follows: theta.hat gives the estimate location parameter, beta.hat gives the estimate scale parameter, and lamda.hat gives the estimate the rate.

Source

Zheng, M. (2013). Penalized Maximum Likelihood Estimation of Two-Parameter Exponential Distributions [Master’s thesis]. https://scse.d.umn.edu/sites/scse.d.umn.edu/files/mengjie-thesis_masters-1.pdf

Examples

x1 <- c(25,43,53,65,76,86,95,115,132,150) # test a data set
mle_tpexp(x1)
x2 <- c(20,15,10,25,35,30,40,70,50,60,90,100,80,5) # test a data set
mle_tpexp(x2)