Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models

被引：4

作者：

Brown, BW ^{[1
]}

Spears, FM ^{[1
]}

Levy, LB ^{[1
]}

Lovato, J ^{[1
]}

Russell, K ^{[1
]}

机构：

[1] UNIV HOUSTON CLEAR LAKE, DEPT MATH, HOUSTON, TX 77058 USA

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1996年 / 22卷 / 03期

关键词：

accelerated failure; log-F distribution; log-likelihood;

D O I：

10.1145/232826.232858

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Two flexible statistical models incorporating the log-F distribution are little used because of numeric difficulties. We describe a method for calculating the log-likelihood and two derivatives with respect to the data argument. Fortran subroutines incorporating these calculations are provided.

引用

页码：372 / 382

页数：11

共 9 条

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