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Search options not deleted user 227508

Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

1 vote
1 answer
88 views

Solving for the parameter of an exponential distribution

However, when I try to verify this solution via simulation, I don't seem to get the right conclusion, i.e., assume I let $\lambda = 8.68589e-08$ then I have the following solution using R > > lambda …
John Smith's user avatar
2 votes
2 answers
216 views

Bayesian estimation of the parameter of a distribution with censored data

I am trying to understand the effect of censored data on parameter estimation, in particular with respect to Bayesian modeling. Here is an illustrating example with some code: Assume you have $N = n+m …
John Smith's user avatar
6 votes
2 answers
429 views

Do you need large amounts of data to estimate parameters in extreme value distributions?

There is probably not a hard answer for this, but I am wondering if you need to collect more data when trying to estimate the parameters of generalized pareto distribution well? The reason I ask is be …
John Smith's user avatar