1
vote
1answer
80 views

Manual maximum likelihood estimation of a mixture with no closed form

Let $X$ be a random variable that is from a mixture of two Lognormals (Lognormals(mu1,sigma) and Lognormals(mu2,sigma)) and set $Y=X_1+X_2+...+X_{10}$ a sum of 10 random variables from this mixture. ...
0
votes
0answers
94 views

Constrained maximum likelihood

Trying to solve a MLE with nonlinear constraints that need to be satisfied. However, the given solution do not match the constraints. Am I doing it correctly? ...
6
votes
0answers
199 views

Speeding up multilinear PRA branch-and-bound algorithm with worst-case exponential time scenario with respect to basic events

The algorithm is a branch-and-bound algorithm that calculates dominances for PRA, probalistic risk assessment. The task was to find faster ways to do it in numerical software such as Matlab but we ...
5
votes
1answer
320 views