Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: estexp

Quantlet: cvexp
Description: auxiliary quantlet for estexp. It simulates values of EDF statistics for given parameters and estimation method.

Usage: (D,V,W2,A2)=cvexp(n,m,beta,method,numberofiterations)
Input:
n scalar, length of simulated sample.
m scalar, number of simulations.
method scalar, parameter of exponential distribution.
numberofiterations integer, method of estimation (1 - maximum likelihood, 2 - min A2).
n/a integer, number of iterations in the method of estimation, if needed.
Output:
D m x 1 vector, of EDF statistics.
V m x 1 vector, of EDF statistics.
W2 m x 1 vector, of EDF statistics.
A2 m x 1 vector, of EDF statistics.




Author: A. Misiorek, 20040621 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006