[SciPy-Dev] Subversion scipy.stats irregular problem with source code example
James Phillips
zunzun@zunzun....
Mon Oct 11 15:24:17 CDT 2010
On Mon, Oct 11, 2010 at 10:10 AM, <josef.pktd@gmail.com> wrote:
>
> typo should be p4
Oops - thank you.
> If I remember correctly, you have observations that are too close to
> the upper boundary.
>
> If you have an observation at the boundary, the loglikelihood is inf
>
> I think in these cases you have to keep the boundary of the support
> away from the max and min of the data. Similar in other distributions,
> as I mentioned before.
Thank you.
> If MLE doesn't work for a distribution then a global optimizer
> wouldn't help either. In these cases, usually another estimation
> method is recommended in the literature. For example matching
> quantiles similar to your initial version.
Thank you again.
> Are all distributions that have support in the entire real line working ?
Stopped at beta. I'll pick up with this work again after having read
your discussion above.
James
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