[R] Estimating Parameters of Weibull and Pareto distribution using LMOM package

Maithili Shiva maithili_shiva at yahoo.com
Wed Mar 18 15:17:18 CET 2009

Dear R helpers

I have r file which estimate the parameters of 3 parameter Weibull  - 

(A)  - continuous shape parameter (alpha)
     - continuous scale parameter (beta)
     - continuous location parameter (gamma)

(B) Also, I have a r file which calculates the parameters of Generalized Pareto distribution. 

     - location parameter xi, 
     - scale parameter alpha and 
     - shape parameter k

However, If I have to use the same files for estimating parameters of 2 parameter Weibull and 2 parameter Pareto distribution, how do I use it?

I am giving the R script I am using to calculate the Generalized Pareto distribution as


amounts <- (10023.47, 10171.42,13446.83,10263.49,10219.07, 10025.71, 10318.88, 10034.85,10004.98,10012.72)

lmom 		        	<- samlmu(amounts); lmom

parameters_of_Gen_Pareto   <- pelgpa(lmom); parameters_of_Gen_Pareto

The parameters estimated are

  xi        alpha            k 
9993.3131812   81.9540457   -0.8213843 

If the location paramter xi = 0, then this becomes two parameter Paretom distribution. However, it is my gut feeling that if xi = 0, other parameter values will also change.

Please help me out.

Regards and thanking in advance


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