com.imsl.stat.distributions

Interface ClosedFormMaximumLikelihoodInterface

All Known Implementing Classes:

ContinuousUniformPD, ExponentialPD, GeometricPD, LogNormalPD, NormalPD, PoissonPD, RayleighPD

public interface ClosedFormMaximumLikelihoodInterface

A public interface for probability distributions that provide a method for a closed form solution of the maximum likelihood function

Method Summary

Modifier and Type	Method and Description
double[]	getClosedFormMLE(double[] x) Returns the maximum likelihood estimates (MLEs).
double[]	getClosedFormMlStandardError(double[] x) Returns the standard error based on the closed form solution of the maximum liklihood for the sample data.

Method Detail

getClosedFormMLE

double[] getClosedFormMLE(double[] x)

Returns the maximum likelihood estimates (MLEs).

Parameters:

x - a double array containing the data

Returns:

a double array containing distribution parameters

getClosedFormMlStandardError

double[] getClosedFormMlStandardError(double[] x)

Returns the standard error based on the closed form solution of the maximum liklihood for the sample data.

Parameters:

x - a double array containing the data

Returns:

a double array containing the standard errors