superbobry / pareto

GSL powered OCaml statistics library
http://superbobry.github.io/pareto/0.2
MIT License
40 stars 5 forks source link

Implement MLE for distribution parameters #22

Open superbobry opened 11 years ago

superbobry commented 11 years ago

See for example scipy.

superbobry commented 11 years ago

We only have MLEs for distributions which have a closed form solution, for the rest we currently provide method of moments estimates. Exceptions are: