Message-ID: <200503121648.j2CGmUFA010533@hypatia.math.ethz.ch>
Date: 2005-03-12T16:48:19Z
From: Carsten Steinhoff
Subject: MLE for two random variables
In-Reply-To: <200503121111.j2CB5LxB008618@hypatia.math.ethz.ch>
Hello,
I've the following setting:
(1) Data from a source without truncation (x)
(2) Data from an other source with left-truncation at threshold u (xu)
I have to fit a model on these these two sources, thereby I assume that both
are "drawn" from the same distribution (eg lognormal). In a MLE I would sum
the densities and maximize. The R-Function could be:
function(x,xu,u,mu,sigma)
dlnorm(x,mu,sigma)+(dlnorm(xu,mu,sigma)/(plnorm(u,mu,sigma)))
So I tried to use the function FITDISTR for the MLE. But unfortunately it
only accepts ONE random variable.
Then I tried to combine x and xu in a vector, but that doesn't work, too,
because the length of x and xu differs.
Does anybody has a solution for my problem?
Thanks in advance.
Carsten