On Aug 2, 2012, at 16:01 , Sara S wrote:
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?
No. Its a theory problem, not an R one. You likely need to rephrase the problem
as a missing-data problem. I don't see how, but the text containing the
exercise may contain a hint somewhere in the vicinity.
I would like to thank you in advance for your help.
best regards,
Sara
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmail.com
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