Wa Wrathall
2009-Feb-13 00:56 UTC
[R] The effect of MLE and MME to probability of rejection
Hi I am beginner with R I would like to compare the performance of Maximum likelihood Estimator (MLE) and Method of Moment Estimator (MME) effect probability of rejection, p. My MLE is x=rlnorm(10,meanlog = 2, sdlog =5) x xbar=mean(x) ssqrt=var(x) xbar ssqrt #MLE y=log(x) m1=mean(y) s1=var(y) m1 s1 #MME m2=log(xbar^2/sqrt(ssqrt+xbar^2)) s2 = log((ssqrt+xbar^2)/xbar^2) m2 s2 If I want to use "qlnorm(..)" , where can I plug the above estimators into this function. Regards Wa Wrathall [[alternative HTML version deleted]]