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 ______________________________________________ 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.
