Dear R helpers
I have r file which estimate the parameters of 3 parameter Weibull -
(A) - continuous shape parameter (alpha)
- continuous scale parameter (beta)
- continuous location parameter (gamma)
(B) Also, I have a r file which calculates the parameters of Generalized Pareto
distribution.
- location parameter xi,
- scale parameter alpha and
- shape parameter k
However, If I have to use the same files for estimating parameters of 2
parameter Weibull and 2 parameter Pareto distribution, how do I use it?
I am giving the R script I am using to calculate the Generalized Pareto
distribution as
library(lmom)
amounts <- (10023.47, 10171.42,13446.83,10263.49,10219.07, 10025.71, 10318.88,
10034.85,10004.98,10012.72)
lmom <- samlmu(amounts); lmom
parameters_of_Gen_Pareto <- pelgpa(lmom); parameters_of_Gen_Pareto
The parameters estimated are
xi alpha k
9993.3131812 81.9540457 -0.8213843
If the location paramter xi = 0, then this becomes two parameter Paretom
distribution. However, it is my gut feeling that if xi = 0, other parameter
values will also change.
Please help me out.
Regards and thanking in advance
Maithili
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