estbivgeomRoy {bivgeom} | R Documentation |
Parameter estimation for Roy's bivariate geometric model
estbivgeomRoy(x, y, method = "LS")
x |
vector of observations from the first variable X |
y |
vector of observations from the first variable y, same length as |
method |
One of the possible estimation methods: "ML" (maximum likelihood), "LS" (least squares), "MMP" (method of moment and poroportion), "M1", "M2", "M3", and "M4" (several variants of the method of moments) |
a vector of length 3 containing the estimates of theta_1, theta_2, and theta_3
Alessandro Barbiero
Barbiero, A. (2018) Properties and estimation of a bivariate geometric model with locally constant failure rates, submitted
Roy, D. (1993) Reliability measures in the discrete bivariate set-up and related characterization results for a bivariate geometric distribution, Journal of Multivariate Analysis 46(2), 362-373.
theta1 <- 0.5 theta2 <- 0.7 theta3 <- 0.9 # random sample of size n=1000: set.seed(12345) n <- 1000 d <- rbivgeomRoy(n, theta1, theta2, theta3) # parameter estimation, using the different proposed methods: hattheta <- estbivgeomRoy(d[,1], d[,2], "ML") hattheta # MLEs estbivgeomRoy(d[,1], d[,2], "LS") estbivgeomRoy(d[,1], d[,2], "MMP")