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

Maithili Shiva maithili_shiva at yahoo.com
Wed Mar 18 17:07:41 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
 
 library(lmom)
 
 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.
 
 Regards and thanking in advance
 
 Maithili




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