The Use of a Symbol Processing Computer Language in Point Estimation of Parameters and in Construction of Confidence Intervals

Abstract

AbstractThis paper presents a method to generate automatically computer programs which are necessary for parameter estimation, hypothesis tests and construction of confidence intervals by the maximum likelihood method. The spectral or density function of the random variable is arbitrary, but must be known and given in closed form. The programming language used is the symbol processing language LIBAFORM, whose statements are interpreted by a package of LISP‐routines. The application of the method is illustrated by the analysis of a linear model whose residuals follow a logarithmic F‐distribution, and the analysis of a dose‐response curve.