search for: maximaz

Dear Sir/Madam: this is shuangge Ma, graduate student in UW-Madison statistics department. I have a computational question. I have a function f(x,y). I want to find the y(x) that maximize f(x,y) under the constraint y(x) is a non-decreasing step function. Is there any R package or algorithm I can use for this purpose? thanks a lot for your time and help, Sincerely, Shuangge Ma

After opening a few windows, some start to open completely black. So I have a frame, and a black rectangle. If I resize the window some display ok, some don't. if I maximize them again, they go black What is causing this? Does anyone know how to fix this? I am running compiz + Ubuntu 7.10 gutsy Xeon 2.4ghz + nvidia quadro nvs 280 Thanks IMPORTANT NOTICE: This message may

Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue.

Bonjour, Je veux cherché l’estimateur de vraisemblance maximal (MLE)d’une fonction à 3 paramètre inconue étant donné une échantillon de taille 50 (les observations des valeurs de x) alors comment je peux procédé La fonction de densité est définie par : f(x)= 1/3(g(a1)+g(a2)+g(a3)) avec g(ai)=(exp(ai)*ai^x)/x! pour i=1,2,3. Je vous remercie beaucoup. A. Elhabti

...force create mode = 0664 force directory mode = 0775 [Base OCI] comment = Base OCI path = /home/base_oci read only = no writable = yes users = @users valid users = efrelot force group = users force create mode = 0664 force directory mode = 0775 [MAX] comment = Maximazer path = /home/Max97 read only = no writable = yes valid users = efrelot, ncazaux, fgoas, ladieu force group = users force create mode = 0664 force directory mode = 0775 [Public] comment = Repertoire public path = /home/public read only = no writable = yes users...