# Posts Tagged ‘ mle ’

## Maximum likelihood estimates for multivariate distributions

September 22, 2012
By

Consider our loss-ALAE dataset, and - as in Frees & Valdez (1998) - let us fit a parametric model, in order to price a reinsurance treaty. The dataset is the following, > library(evd) > data(lossalae) > Z=lossalae > X=Z;Y=Z ...

Read more »

## Montreal R Workshop: Likelihood Methods and Model Selection

March 16, 2012
By

Monday, March 19, 2012  14h-16h, Stewart Biology N4/17 Corey Chivers, McGill University Department of Biology This workshop will introduce participants to the likelihood principal and its utility in statistical inference.  By learning how to formalize models through their likelihood function, participants will learn how to confront these models with data in order to make statistical

Read more »

## bounded normal mean

November 24, 2011
By

A few days ago, one of my students, Jacopo Primavera (from La Sapienza, Roma) presented his “reading the classic” paper, namely the terrific bounded normal mean paper by my friends George Casella and Bill Strawderman (1981, Annals of Statistics). Even though I knew this paper quite well, having read (and studied) it myself many times,

Read more »

## Multivariate probit regression using (direct) maximum likelihood estimators

May 11, 2011
By

Consider a random pair of binary responses, i.e. with taking values 1 or 2. Assume that probability can be function of some covariates . The Gaussian vector latent structure A standard model is based a latent Gaussian structure, i.e. there exi...

Read more »

## How many tanks? MC testing the GTP

May 25, 2010
By
$How many tanks? MC testing the GTP$

It’s 1943 and you work for the good guys. A handful of German tanks have been captured, and each one has a serial number. This is back when serial numbers were still presumed to come in serial, one right after the other. Given your collection of numbered tanks, and assuming that any existing tank was

Read more »

## Sponsors

Contact us if you wish to help support R-bloggers, and place your banner here.

# Never miss an update! Subscribe to R-bloggers to receive e-mails with the latest R posts.(You will not see this message again.)

Click here to close (This popup will not appear again)