Moment Generating Function method for BMD and ABD
Source:vignettes/BMDs_and_ABDs_EstMGFxxxBin.Rmd
BMDs_and_ABDs_EstMGFxxxBin.Rmd
IT WOULD BE CLEARLY BENEFICIAL FOR YOU BY USING THE RMD FILES IN THE GITHUB DIRECTORY FOR FURTHER EXPLANATION OR UNDERSTANDING OF THE R CODE FOR THE RESULTS OBTAINED IN THE VIGNETTES.
Estimating the parameters using Moment Generating Function
In the eleven Binomial Mixture and Alternate Binomial Distributions only Beta-Binomial Distribution is related to this technique. Moment Generating function only exists to Beta-Binomial Distribution.
Let \(Y=[Y_1,Y_2,...,Y_N]^T\) be a random sample of size \(N\) from Beta-Binomial distribution with the probability mass function. \(n\) is fixed for all clusters. Therefore, shape parameters \(\alpha\)(a) and \(\beta\)(b) are estimated using the below equations as \(\hat{\alpha}\) and \(\hat{\beta}\).
\[\hat{\alpha}= \frac{(n*m_1 -m_2)m_1}{n(m_2-m_1-{m_1}^2)+{m_1}^2} \]
\[\hat{\beta}=
\frac{(n*m_1-m_2)(n-m_1)}{n(m_2-m_1-{m_1}^2)+{m_1}^2} \]
where \(m_1=\sum_{i=1}^{N}
\frac{y_i}{N}\) and \(m_2=
\sum_{i=1}^{N} \frac{{Y_i}^2}{N}\) are the first two sample
moments.
These equations produce unique values for \(\alpha\) (a) and \(\beta\) (b).
Below is the code for estimating shape parameters using this
technique and function used for this is EstMGFBetaBin
.
Using the Chromosome data provided in the package.
This EstMGFBetaBin
function is of output of class
mgf
, where outputs include estimated a
,b
parameters, minimized Negative Log Likelihood value
min
, Akaike Information Criterion (AIC
) and
function call
with input arguments.
|> No.of.Asso fre
|> 1 0 32
|> 2 1 103
|> 3 2 122
|> 4 3 80
|> Estimated alpha parameter for Chromosome data = 6.167982
|> Estimated beta parameter for Chromosome data = 4.455237
Using the Male Children data provided in the package
|> No_of_Males freq
|> 1 0 3
|> 2 1 24
|> 3 2 104
|> 4 3 286
|> 5 4 670
|> 6 5 1033
|> 7 6 1343
|> 8 7 1112
|> 9 8 829
|> 10 9 478
|> 11 10 181
|> 12 11 45
|> 13 12 7
|> Estimated alpha parameter Male_children data= 34.13502
|> Estimated beta parameter Male_children data= 31.60849
Further, we can use the above estimated parameters in the
fitBetaBin
function and check how good the Beta-Binomial
Distribution is fitted for a given Binomial outcome data.