ProbDistTWMLE
[this page | pdf]
Function Description
Returns the tail weighted maximum likelihood 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.
NAVIGATION LINKS
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Probability distribution analysis functions
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Computation units used
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