15. [R] Illustration for Theorem 8.5.2A Rice

15. [R] Illustration for Theorem 8.5.2A Rice - abline( v=...

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# illustration for theorem 8.5.2A Rice # ell(theta) -> E_0 ( log(f(X; theta) ) theta.0 = 2 Lam = function(theta, theta.0 = 2){ log(theta) - theta/theta.0 } n = 10 log.lik.n = function(theta , x.dat){ log(theta) - theta*mean(x.dat) } theta.pts = seq(.1 , 5 , .01) x = rexp(n , rate = theta.0) theta.hat = 1/mean(x) plot( theta.pts , log.lik.n(theta.pts , x ), type = "l", ylim = c(-2 , 1))
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Unformatted text preview: abline( v= theta.hat , lty=1) lines( theta.pts , Lam(theta.pts , theta.0) , lty = 2) abline(v = theta.0 , lty = 2) #! +" $00, 33 3/00/13+"1(05' 1(, !.#!.00+) , 10% *#5 $ 5%...
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