parameter estimation

Hi everyone, I'm starting to learn something about Weibull CDF, therefore I can't still solve the following problem. I have data about failure items (the same type of item) in 3 inspections: 201 failures over 360 items at 350 hours; 450 failures over 1160 items at 600 hours; 773 failures over...

Hi there.:wave: I'm solving an exercise on multiple linear regression. Near the end I will be asked for the same data as the previous model, it is the maximum likelihood estimates. The previous model: I have the matrix (X'X)^{-1} and the matrix X'y and the model is: Y_i = B_0...

Hey there, I started working with a detector, and I was asked to model the efficiency of this it. I have collected lots of data about the efficiency of this detector, and have lots of sampled datasets like efficiency vs "some important parameter". The number of important independent...

Hello everyone, I want to calculate the α and β estimates of the prior (Gamma) distribution for the Poisson/Gamma model based on the Empirical Bayes method, however I cannot find any closed-form equations from literature. Any idea? Thank you in advance for your help!

Hello everyone, I am interested in creating a tool in Excel which would find estimates of the rate of occurrences of non conforming items received from suppliers. Based on the literature, the best way of approaching this problem is through Empirical Bayes method, and in particular through the...

Hello everybody, I have the following question. Assume I observe N outcomes from a Bernoulli random variable with unknown success parameter p. Based on these outcomes (or samples), how likely is it that the real parameter p is larger (or smaller) than a given value eps (e.g., 1%)? Any...

I run multiple regression with 2 continuous and 1 categorical variable (3 levels). SAS will hold the last level of the categorical variable and will not give an estimate. I know that this is the intercept. My question is how to calculate the interaction of the continuous variable with the 3rd...

I am doing project in which I need to estimate weibull parameters for car part failures ( I know data follows weibull ). I have 1000 cars data (part failure data). Now the problem is suppose some part fails after 6 year( from date of manufacturing) . But i have data of only first three year. Now...

Hi All I need to estimate two unknown parameters (lambda1 and lambda2) by using MLE. I know that they have normal distribution. h = g(lambda1 , lambda2) where h is random variable. how can I do it? I thought I should write: f(h) = Jacobian * Nor(mu1 , sigma1)*Nor(mu2 , sigma2) Also I thought...

Hello everyone, I have the following situation: I have a set of multiple environmental models with multiple parameters. I have now run these with multiple time steps to observe the change in parameter probability distribution, as you change the time step. I have done this with a Monte Carlo...

Hi everyone! I‘m trying to estimate the parameters of a simple model, but I keep getting the same error message: „could not calculate numerical derivatives missing values encountered, flat or discontinuous region encountered“ program define logit_error1 *** args lnf q alpha beta mu ***...

I'm a little stuck, and hope someone will be able to explain this to me. I have sample mean, and value of the 90th percentile of the sample. If distribution is assumed to be LogNormal, is there a way of estimating parameters of mu and sigma of that LogNormal distribution? I'm trying to...

Hello to all, I'm currently studying the distribution of returns of stock market indexes, and I would like to do some hypothesis testing on their distribution. Apart from the gaussian distribution (which poses no problem) I would like to do some tests for Normal inverse gaussian, stretched...