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Added Maximum Likelihood Estimation for Beta Distribution (fit_mle) #1267

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merged 1 commit into from
Feb 18, 2021
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jg-854
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@jg-854 jg-854 commented Jan 24, 2021

Included unit tests to check functionality works - ran tests with no errors from my modifications.
Updated documentation too.

Included unit tests to check functionality works.
Updated documentation too.
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codecov-io commented Jan 24, 2021

Codecov Report

Merging #1267 (cc47342) into master (863844c) will increase coverage by 0.04%.
The diff coverage is 100.00%.

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@@            Coverage Diff             @@
##           master    #1267      +/-   ##
==========================================
+ Coverage   81.29%   81.34%   +0.04%     
==========================================
  Files         117      117              
  Lines        6566     6583      +17     
==========================================
+ Hits         5338     5355      +17     
  Misses       1228     1228              
Impacted Files Coverage Δ
src/univariate/continuous/beta.jl 70.43% <100.00%> (+5.12%) ⬆️

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@andreasnoack
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Thanks for the PR. However, this has been discussed a couple of times in the past and we are not sure if it's generally a good idea that individual distributions implement their own Newton iterations. Is the Hessian guaranteed to be negative definite?

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jg-854 commented Jan 26, 2021

Is the Hessian guaranteed to be negative definite?

Yes it is negative definite. I understand your point, a general Newton's method might a be a good idea.

@andreasnoack andreasnoack merged commit 81c923b into JuliaStats:master Feb 18, 2021
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3 participants