Dear Sir/Madam,
If I have a sample of observations that come from
an extreme value distribution, the density function
for the extreme value distribution is:
f(x)=(1/b)exp[-(x-a)/b]exp{-exp[-(x-a)/b]}, b>0, x can
be any value,
my question is how to implement the Newton iteration
and estimate the parameters for this distribution and
the accuracy of epsilon=0.0001?
The n= 100 observations are given as follows:
x<- c(8.8, 9.4, 8.7, 9.3, 9.6, 9.4, 9.1, 9.4, 8.4,
6.8, 8.4,
?.2, 9.4, 7.4, 8.7, 9.4, 9.2, 9.3, 8.0, 8.5, 8.7, 9.7,
9.8,
?.5, 7.1, 7.8, 9.0, 8.6, 9.4, 6.9, 9.1, 9.9, 7.3, 8.5,
8.8,
?.4, 9.0, 8.6, 8.5, 9.2, 9.7, 9.2, 9.2, 8.4, 8.7, 9.6,
9.2,
?.8, 8.5, 9.0, 8.9, 9.6, 8.0, 9.7, 8.4, 7.5, 9.1, 9.2,
8.9,
?.2, 9.8, 9.4, 8.5, 9.3, 9.8, 9.6, 9.7, 8.9, 9.7, 8.7,
8.6,
?.7, 8.6, 9.7, 7.7, 8.6, 9.7, 8.5, 9.4, 9.4, 9.7, 8.1,
9.5,
?.3, 8.0, 9.8, 8.9, 9.5, 9.0, 8.7, 9.1, 8.5, 8.7, 8.4,
9.3,
?.5, 8.9, 9.3, 9.0, 9.9)?
thanks in advance!
xingyu
Yet another time we shall solve your homeworks? Please stop sending your homework questions to R-help! Uwe Ligges yuying shi wrote:> Dear Sir/Madam, > If I have a sample of observations that come from > an extreme value distribution, the density function > for the extreme value distribution is: > > f(x)=(1/b)exp[-(x-a)/b]exp{-exp[-(x-a)/b]}, b>0, x can > be any value, > > my question is how to implement the Newton iteration > and estimate the parameters for this distribution and > the accuracy of epsilon=0.0001? > > The n= 100 observations are given as follows: > x<- c(8.8, 9.4, 8.7, 9.3, 9.6, 9.4, 9.1, 9.4, 8.4, > 6.8, 8.4, > ?.2, 9.4, 7.4, 8.7, 9.4, 9.2, 9.3, 8.0, 8.5, 8.7, 9.7, > 9.8, > ?.5, 7.1, 7.8, 9.0, 8.6, 9.4, 6.9, 9.1, 9.9, 7.3, 8.5, > 8.8, > ?.4, 9.0, 8.6, 8.5, 9.2, 9.7, 9.2, 9.2, 8.4, 8.7, 9.6, > 9.2, > ?.8, 8.5, 9.0, 8.9, 9.6, 8.0, 9.7, 8.4, 7.5, 9.1, 9.2, > 8.9, > ?.2, 9.8, 9.4, 8.5, 9.3, 9.8, 9.6, 9.7, 8.9, 9.7, 8.7, > 8.6, > ?.7, 8.6, 9.7, 7.7, 8.6, 9.7, 8.5, 9.4, 9.4, 9.7, 8.1, > 9.5, > ?.3, 8.0, 9.8, 8.9, 9.5, 9.0, 8.7, 9.1, 8.5, 8.7, 8.4, > 9.3, > ?.5, 8.9, 9.3, 9.0, 9.9)? > > thanks in advance! > xingyu > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html