[R] MLE for two random variables

Carsten Steinhoff carsten.steinhoff at gmx.de
Sat Mar 12 17:48:19 CET 2005


I've the following setting:

(1) Data from a source without truncation		(x)

(2) Data from an other source with left-truncation at threshold u	(xu)

I have to fit a model on these these two sources, thereby I assume that both
are "drawn" from the same distribution (eg lognormal). In a MLE I would sum
the densities and maximize. The R-Function could be:


So I tried to use the function FITDISTR for the MLE. But unfortunately it
only accepts ONE random variable.
Then I tried to combine x and xu in a vector, but that doesn't work, too,
because the length of x and xu differs.

Does anybody has a solution for my problem?

Thanks in advance.


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