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 ( |
beta |
the moment estimator of the shape parameter of the Weibull distribution ( |
y |
the pseudo-observations |
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