[R] MLE

Parvin Dehghani parvin_dehghani at yahoo.com
Fri Oct 31 07:44:10 CET 2014


HiI have a probability mass function similar to pr(N=n)= integral(((2-x)^n)*(exp(ax-2))) - integral (((5-ax)^n)),   both integrals are defined over the interval(0,2) with respect to x. I am going to estimate the parameter (a) with method of maximum likelihood estimation. The loglikelihood  is :               [F log(pr(n))]=lnL  where F is the vector of observations and (n) is the vector of input for  the defined pmf . Can anybody suggest me the fastest way of getting the MLE?I have tried this program:n<-c(0,1,2,3,4,5,6,7,8)F<-c(0,0,1,3,5,7,8,11,10)loglik<- function(a) {sum(F*log(pr(n)))}re<- maxlik(loglik, start=.5)summary(re)
I don't know how to define the probability mass function ( pr(n) ) in the written program.I would appreciate for any help.Best Regards


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