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mlebetaprime
2009 Jul 01
1
Plot cumulative probability of beta-prime distribution
...ke Gamma is easy:
x <- seq (0, 100, 0.5)
plot(x,pgamma(x, shape, scale), type= "l", col="red")
but what about beta-prime? In R it exists only pbeta which is intended only
for the beta distribution (not beta-prime)
This is what I used for the estimation of the parameters:
mleBetaprime <- function(x,start=c(1,1)) {
mle.Estim <- function(par) {
shape1 <- par[1]
shape2 <- par[2]
BetaprimeDensity <- NULL
for(i in 1:length(posT))
BetaprimeDensity[i] <- posT[i]^(shape1-1) *
(1+posT[i])^(-shape1-shape2) / beta(shape1,shape2)
return(...