File:Spacing Estimation plot for MSE example.png

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Description
English: This is a plot of the spacing estimates to help visualize the simple example given in w:Maximum spacing estimation#Examples. It was created using the w:R (programming language).
Date
Source Own work
Author Avraham
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Code edit

This is the code used to generate the plot. It could have been done more efficiently, but this way is more self-explanatory.

SpacingEstimate<-function (x) {
A1<-1-exp(-2*x)
A2<-1-exp(-4*x)
Z<-(A1)*(A2-A1)*(1-A2)
return(log(Z))
}

Likelihood<-function (x) {
A1<-x*exp(-2*x)
A2<-x*exp(-4*x)
Z<-A1*A2
return(log(Z))
}

x<-seq(0,1,.01)

plot(x,SpacingEstimate(x),main="Comparison of Estimator Values", type="l", col="blue", xaxp=c(0,1,10), lwd=2, ylab="Estimator values")
points(x, Likelihood(x), col="dark green", type="l", lwd=2)

arrows(.4, -7, .26, -8.1)
arrows(.56, -7.45, .33, -8.09)

text (x=.463, y = -6.7, labels = "Maximum Spacing Estimate:",col="red")
text (x=.45, y = -7.0, labels=expression(frac(ln(.6),-2)),col="red")

text (x=.6, y = -7.3, labels = "Maximum Likelihood Estimate:", col="purple")
text (x=.6, y = -7.6, labels=expression(frac(1,3)), col="purple")

abline(v=(log(.6)/-2), col="red")
abline(v=(1/3), col="purple")

legend ("topright", legend=c("Maximum Spacing", "Maximum Likelihood"), col = c("blue", "dark green"), lwd=2)

Licensing edit

I, the copyright holder of this work, hereby publish it under the following license:
Creative Commons CC-Zero This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication.
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.

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Date/TimeThumbnailDimensionsUserComment
current07:51, 27 July 2009Thumbnail for version as of 07:51, 27 July 2009672 × 672 (11 KB)Avraham (talk | contribs)Use color to make data clearer and overlay maximum likelihood estimate.
06:56, 27 July 2009Thumbnail for version as of 06:56, 27 July 2009672 × 672 (8 KB)Avraham (talk | contribs){{Information |Description={{en|1=This is a plot of the spacing estimates to help visualize the simple example given in w:Maximum spacing estimation#Example. It was created using the w:R (programming language).}} |Source=Own work by uploader |Auth

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