/

ProbDistTWMLE

[this page | pdf]

Interactively run this function

Answer  
0.0875025090405523
0.0288210022712137
0.399999999993046
0.400000000008067


Parameter NameInputAn input expression?Delimiter
DistributionName
InputValues
Weights
QuantilePoints
OpeningParameterChoices
TWMLEDirection
Delimiter used in output:

Calculation description
Time-stamp calculation?  
  


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
Contents | Prev | Next


Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Probability distribution analysis functions

-          Computation units used


Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement


Desktop view | Switch to Mobile