CODEWITHSUNDEEP
rcompiler-errorscomputation-theorymlesimulationx
Mohd Amir
Mohd Amir

Reputation: 11

Parameter estimation of record value with R for Chen or Inverse Chen distribution

I want to estimate mle of Inverse Chen distribution of record value, in which i first generate data through inverse cdf method, then after i generate record data through i mention, then after i simulate for a thousand samples to estimate the average and mse, but mse will be decreases as k increases, hope you will understand my problems.

Provide me R code to estimate the parameter of Record value of Inverse chen distribution, i will provide you likelihood function of Inverse Chen distribution of record value through R

# Likelihood function
likelihoodfunction <- function(para) {
    lambda <- para[1]
    beta <- para[2]
    m <- length(data)
    s1 <- sum(log(data))
    s2 <- sum(data^(-beta))
    s3 <- sum(1 - exp((data)^(-beta)))
    s4 <- sum(1 - exp(lambda * (1 - exp(data[1:(m-1)]^(-beta)))))
    if(lambda<=0|| beta<=0) return(Inf)
    nll <- -m * (log(lambda)) - m * log(beta) + (1 + beta) * s1 - s2 - lambda * s3 + s4
    return(nll)
}

Upvotes: 1

Views: 36

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