During testing my code for calculate parameters The following exception is thrown:
FindMaximum::eit: The algorithm does not converge to the tolerance of _4.806217383937354`*^-6_ in _500_ iterations
- See also: the value of parameters
During testing my code for calculate parameters The following exception is thrown:
FindMaximum::eit: The algorithm does not converge to the tolerance of _4.806217383937354`*^-6_ in _500_ iterations
This is an extended comment about your pdf not integrating to 1.
I've typed in the code from the image you posted and I think it looks exactly like the image:
dist = ProbabilityDistribution[(1 - Exp[λ*(1 - Exp[1])])^(-1) *λ*β*(γ/α)*(x/α)^(γ - 1)*
(1 - Exp[-(x/α)^γ])^(β - 1)*Exp[λ*(1 - Exp[-(x/α)^γ])^β - (x/α)^γ + (1 - Exp[-(x/α)^γ])], {x, 1, ∞},
Assumptions -> {λ > 0, β > 0, α > 0, γ > 0}]
Your image of the resulting distribution:
But if a set of parameters is tried, the pdf does not integrate to 1:
parms = {λ -> 2, α -> 1, β -> 1, γ -> 1};
Integrate[PDF[dist /. parms, x], {x, 1, ∞}] // N
(* 9.2468 *)
There is an option for ProbabilityDistribution
to normalize the pdf (Method->"Normalize"
) but the proposed pdf seems too complicated for that to work on the symbolic distribution. (In other words, doing so does not return an answer in a reasonable or unreasonable amount of time.)