Evaluates the maximum likelihood estimate of the Bell distribtion.
The PMF of the Bell distribution is as follows:
$$
f(X=x\mid\theta)=\frac{\theta^{x}e^{e^{\theta}+1}B_{x}}{x!};\qquad x=0,1,2,\,\dots,
$$
where \(\theta>0\) denotes the Bell parameter and \(B_{x}\) is the Bell number and it is given by
$$B_{n}=\frac{1}{e}\sum_{k=0}^{\infty}\frac{k^{n}}{k!}.$$
The Bell number \(B_{n}\) in the above equation is the nth moment of the Poisson distribution with parameter equal to 1.
Usage
bell_mle (x)
mle.bell (x, theta)
Value
bell_mle gives the maximum liklihood estimate of parameter theta.
loglik gives value of the maximised log-likelihood. The mle.bell gives the maximum liklihood estimate with standard error and AIC,
Arguments
x
A vector of (non-negative integer) discrete values.
theta
A vector of (non-negative integer) values.
Author
Muhammad Imran and M.H. Tahir.
R implementation and documentation: Muhammad Imran imranshakoor84@yahoo.com and M.H. Tahir <mht@iub.edu.pk>.
Details
The function allows to estimate the unknown parameter of the Bell distribution with loglik value using a Newton-Raphson
algorithm.
References
Castellares, F., Ferrari, S. L., & Lemonte, A. J. (2018). On the Bell distribution and its associated regression model for count data. Applied Mathematical Modelling, 56, 172-185.