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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) 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 non-fixed parameters 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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