Weighted Maximum Likelihood Estimation.

A general weighted maximum likelihood estimation function.

wmle(X, w, distname, initial, lower, upper, loglik.fn, score.fn, obs.info.fn)

Arguments

X

Sample observations.

w

Frequency (or weights) of observation.

distname

Name of distribution to be estimated.

initial

Initial value of the parameters.

lower

The lower bound of the parameters.

upper

The upper bound of the parameters.

loglik.fn

Function to compute (weighted) log likelihood.

score.fn

Function to compute (weighted) score.

obs.info.fn

Function to compute observed information matrix.

Value

weighted mle estimates.

Details

Weighted Maximum Likelihood Estimation

Author

Haizhen Wu and A. Jonathan R. Godfrey