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Function Description

Returns the tail weighted least squares estimation vector for a given dataset for parameters of a probability distribution given by DistributionName and with the order of parameter values matching the parameter names listed by MnProbDistParamNames).


The algorithm used starts from values for each parameter in line with its value in OpeningParameterChoices and searches for the (possibly just ‘nearest’) parameter selection that maximises the weighted (log) likelihood function.


An explanation of the algorithm used is given in TailWeightedParameterEstimation.pdf.


Probability distributions currently recognised by the website may be listed using MnRecognisedProbDists.


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Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Probability distribution analysis functions

-          Computation units used

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