MEst {EWGoF} | R Documentation |
This function computes the Moment Estimators (MEs) of the shape and scale parameters of the Weibull distribution from an i.i.d sample x. It also gives the sample \breve{y} after using the logarithmic transformation (\breve{y}=(\breve{shape})\ln(x/\breve{scale}), where \breve{shape} and \breve{scale} are the estimated shape and scale parameters).
MEst(x)
x |
a numeric vector of data values. |
The elements of the numeric vector should be positive. The support of the Weibull distribution is R+*. These estimators are based on the moments of the extreme value distribution.
A list containing the following elements:
eta |
the moment estimator of the scale parameter of the Weibull distribution (\breve{scale}). |
beta |
the moment estimator of the shape parameter of the Weibull distribution (\breve{shape}). |
y |
the pseudo-observations \breve{y} after using the logarithmic transformation and the MEs. |
Meryam KRIT
Rinne H., The Weibull distribution - A handbook, CRC-Chapman & Hall, 2009.
x <- rweibull(50,2,3) Est <- MEst(x) #Value of the moment estimator of the scale parameter Est$eta #Value of the moment estimator of the shape parameter Est$beta