Dear all
I'm trying to caculate the MLEs for parameters of Inverse Gaussian
distribution (in a k-sample problem with common mean) by using
EM-Algorithm. I found some package for EM-Algorithm that are useful
for missing or incomplete data and are not helpful for solving my
problem.
(Exactly, the problem is: Let Xij, i=1,..,k , j=1,...,ni, be a random
sample from IG(?,?i). So the log-likelihood function is:
log(L)=?(ni/2)*log(?i)-?? (?i/2*(?^2)*xij)*((xij-?)^2)+const.
Find the MLEs for (?,?1,...,?k) by EM-Algorithm?)
Could you please help me with that?
I would like to thank you in advance for your help.
best regards,
Sara