f(x|a, B) = Ba T(a)" e Bx If you provide R code as a If you calculate by hand, your final answer should be solution, you must provide a complete solution all the way down through optim (...), assuming your data is stored in a variable generated through the following code: data <- rgamma (n=1e5, shape=3, rate=5) = NOTE: If you use RStudio, you may not use dgamma() for your log-likelihood func- tion! The Gamma function r(a) (not distribution, but function) is gamma () in RStudio-try ?gamma for help using it.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question

For this question use r studio r language!

1. The Gamma distribution is often used to describe the wait time until a certain number of events occurs.

Assume x1, . . . , xn ∼iid Gamma(α, β), where α is shape and β is rate. Calculate the maximum likelihood estimator of β either by hand or via R, but not both. The probability density function (PDF) for the Gamma distribution is:

 

Ba
f(r|a, B) =
-Bx
e
If you calculate by hand, your final answer should be B =
solution, you must provide a complete solution all the way down through optim(...),
assuming your data is stored in a variable generated through the following code:
data <- rgamma(n=1e5, shape=D3, rate=5)
If you provide R code as a
....
NOTE: If you use RStudio, you may not use dgamma() for your log-likelihood func-
tion! The Gamma function r(@) (not distribution, but function) is gamma() in
RStudio-try ?gamma for help using it.
Transcribed Image Text:Ba f(r|a, B) = -Bx e If you calculate by hand, your final answer should be B = solution, you must provide a complete solution all the way down through optim(...), assuming your data is stored in a variable generated through the following code: data <- rgamma(n=1e5, shape=D3, rate=5) If you provide R code as a .... NOTE: If you use RStudio, you may not use dgamma() for your log-likelihood func- tion! The Gamma function r(@) (not distribution, but function) is gamma() in RStudio-try ?gamma for help using it.
Expert Solution
steps

Step by step

Solved in 3 steps with 6 images

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman