5、某分布的密度函数如下:
X
1
2
>2
Probability
2q
2q2
1 - 2q - 2q2
(0 <θ< 0.365)
先抽取样本如下:
X
数量
1
630
2
200
>2
170
利用nlm对参数θ进行极大似然估计。参见如下示例:
TO FIND THE MINIMUM OF A FUNCTION, HESSIAN MATRIX AND S.E.
X=0:1
#a: With one parameter f(x)
= x2 – 20x +10
w=function (x) x^2 -20*x + 10
a = nlm(w, c(2), hessian = TRUE)
a
x= 1:100
x = x - 50
y = x^2 -20*x + 10
plot(x,y)
#b: With two parameters
t=function (p) -exp(-((p[1]-2)^2)-((p[2]-3)^2))
> a = nlm(t, p = c(1,2), hessian=TRUE)


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