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University of Nevada, Reno


Address: Department of Mathematics and Statistics
University of Nevada
Reno, NV 89557

Phone: (775) 784-1565
FAX: (775) 784-6378
E-mail: ania@unr.edu
1. Testing Exponentiality vs. Pareto Distribution via Likelihood Ratio
The R program in (b) finds the maximum likelihood estimation of the parameters of the Pareto Type II (Lomax) distribution and the -2*Log-likelihood (Deviance). The R program in (c) presents the likelihood ratio test for exponentiality versus Pareto II distribution. Both programs were tested on data from climatology involving precipitation data from hundreds of meteorological stations across North America.

(a.) Readme file:(doc)
(b.) Estimation program:(R)
(c.) Hypothesis testing program:(R)


1.1 This research was partially supported by NSF grant ATM-0231781
2. A mixed bivariate distribution with exponential and geometric marginals
2.1 Research was partially supported by NSF Grant DMS-0139927.
2.2 Research was partially supported by NSF Grants DMS-0139927 and ATM-0231781
3. TBA

The Department of Mathematics and Statistics
University of Nevada, Reno
College of Science.