Package com.imsl.stat.distributions

Interface ClosedFormMaximumLikelihoodInterface

All Known Implementing Classes:
BinomialPD, ContinuousUniformPD, DiscreteUniformPD, ExponentialPD, GeometricPD, InverseGaussianPD, LogNormalPD, NegativeBinomialPD, 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
    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 Details

    • 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