Dear all I'm trying to caculate the MLEs for parameters of Inverse Gaussian distribution (in a k-sample problem with common mean) by using EM-Algorithm. I found some package for EM-Algorithm that are useful for missing or incomplete data and are not helpful for solving my problem. (Exactly, the problem is: Let Xij, i=1,..,k , j=1,...,ni, be a random sample from IG(μ,λi). So the log-likelihood function is: log(L)=∑(ni/2)*log(λi)-∑∑ (λi/2*(μ^2)*xij)*((xij-μ)^2)+const. Find the MLEs for (μ,λ1,...,λk) by EM-Algorithm?)
Could you please help me with that? I would like to thank you in advance for your help. best regards, Sara ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
