[SciPy-Dev] Subversion scipy.stats irregular problem with source code example
Mon Oct 11 16:02:54 CDT 2010
On Mon, Oct 11, 2010 at 4:24 PM, James Phillips <firstname.lastname@example.org> wrote:
> On Mon, Oct 11, 2010 at 10:10 AM, <email@example.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.
I spent 1 to 2 weeks on the pareto family this summer. It's easy to
get lost while trying to figure out specific distributions.
I would recommend that you concentrate on the "easy" distributions
first, and then work your way to the more difficult ones.
I hope that eventually I also have enough time again to finish up the
other (non-mle) estimators.
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