Exercise: a) Derive the maximum likelihood estimate (MLE) and estimate its variance for the Weibull distribution with right-censored data. b) Simulate a data set of n = 100 from the Weibull distribution with A = 1, K = 2, and uniform (0,7) censoring. Play with values of 7 so that about 20% of the observations are censored. c) Find an R function/package that can calculate the MLE of the Weibull distribution with right-censored data [Hint: try mle() in package 'stats4', or you may write your own function], apply it to the data you generated in part b); be sure to provide the standard error of your estimate.
Exercise: a) Derive the maximum likelihood estimate (MLE) and estimate its variance for the Weibull distribution with right-censored data. b) Simulate a data set of n = 100 from the Weibull distribution with A = 1, K = 2, and uniform (0,7) censoring. Play with values of 7 so that about 20% of the observations are censored. c) Find an R function/package that can calculate the MLE of the Weibull distribution with right-censored data [Hint: try mle() in package 'stats4', or you may write your own function], apply it to the data you generated in part b); be sure to provide the standard error of your estimate.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![Exercise:
a) Derive the maximum likelihood estimate (MLE) and estimate its variance for the
Weibull distribution with right-censored data.
=
b) Simulate a data set of n 100 from the Weibull distribution with λ = 1, K = 2, and
A k
uniform (0,7) censoring. Play with values of 7 so that about 20% of the observations are
censored.
c) Find an R function/package that can calculate the MLE of the Weibull distribution
with right-censored data [Hint: try mle() in package ‘stats4', or you may write your own
function], apply it to the data you generated in part b); be sure to provide the standard
error of your estimate.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F66f52ea3-13fd-4902-bc86-2f48a4cfbf0d%2F562a32de-d9de-412c-9ea7-7700de2156b5%2Ffb233nc_processed.png&w=3840&q=75)
Transcribed Image Text:Exercise:
a) Derive the maximum likelihood estimate (MLE) and estimate its variance for the
Weibull distribution with right-censored data.
=
b) Simulate a data set of n 100 from the Weibull distribution with λ = 1, K = 2, and
A k
uniform (0,7) censoring. Play with values of 7 so that about 20% of the observations are
censored.
c) Find an R function/package that can calculate the MLE of the Weibull distribution
with right-censored data [Hint: try mle() in package ‘stats4', or you may write your own
function], apply it to the data you generated in part b); be sure to provide the standard
error of your estimate.
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