ProbDistTWLSRestricted
[this page  pdf]
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)
subject to the restriction that for those parameters with AllowParameterToVary
= FALSE the estimator must be identical to its OpeningParameterChoice.
The algorithm used starts from values for each of the
nonfixed parameters in line with its value in OpeningParameterChoices
and searches for the (possibly just â€˜nearestâ€™) 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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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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