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Integration Program of Burr Distribution
*To*: mathgroup at smc.vnet.net
*Subject*: [mg91545] Integration Program of Burr Distribution
*From*: "Dewi Anggraini" <dewi_anggraini at student.rmit.edu.au>
*Date*: Tue, 26 Aug 2008 03:30:09 -0400 (EDT)
Dear All
I'd like to calculate the upper specification limit of Burr Distribution from my data below:
n = 69;
x1 = {3, 5, 6, 14, 11, 7, 7, 10, 11, 5, 4, 19, 9, 2, 8, 5, 6, 6, 5,
5,
4, 5, 5, 6, 8, 5, 8, 6, 5, 16, 5, 18, 16, 21, 6, 3, 16, 8, 3,
8,
11, 2, 3, 4, 8, 7, 9, 10, 8, 11, 8, 10, 9, 12, 12, 9, 6, 12,
3, 9,
14, 7, 4, 13, 8, 14, 5, 8, 2};
with the initialisation pdf of Burr as follows:
BurrDistribution[x1_, c_,
k_] := (c*k)*(x1^(c - 1)/(1 + x1^c)^(k + 1))
pdf = BurrDistribution[x1, c, k]
I already got the parameter value of c and k through MLE:
logl = Plus @@ Log[pdf]
maxlogl = FindMinimum[{-logl, c > 0 && k > 0}, {c, 1}, {k, 2},
MaxIterations -> 1000]
mle = maxlogl[[2]]
However, when I wanna calculate the integration of Burr with the value of c=37.8115, k=0.0135614 and x1 limit = [8, Infinity] to get the probability of data fall outside the upper specification limit given {8} with this program below:
In[2]:= Integrate[pdf[37.81151579009424, 0.01356141249769735, t],
{t, 8, Infinity}]
Out[2]= Integrate[pdf[37.81151579009424, 0.01356141249769735, t],
{t, 8, Infinity}]
That gives me the repetation not a real number.
Why is this happen? Do I make mistake somewhere? Because when I did the similar program towards Gamma Distribution, it works well.
I look forward for your reply and assistance. I highly appreciate the suggestions you contribute to my minor thesis.
Thank You.
Regards,
Dewi
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