w2preciprate::PairedMLE Class Reference

List of all members.

Detailed Description

This class can be used to provide maximum likelihood estimates if you have two pairs of estimates of a single variable.

We assume that both the estimates have non-zero variance, but that only the first estimate has a bias.

Author:
Lakshman
Version:
Id
w2preciprate_PairedMLE.h,v 1.3 2009/06/02 20:18:01 lakshman Exp


Public Member Functions

 PairedMLE ()
float update (float x1, float var1, float x2, float var2)
 update with the pairs of observations x1 and x2, along with the variance of the two estimates.
float getMLE (float x1) const
 get the maximum likelihood estimate of x if you only have x1
float getBias () const
 get the bias of the first estimate.
bool isValid () const
 Has this been updated at all?


Constructor & Destructor Documentation

w2preciprate::PairedMLE::PairedMLE (  ) 


Member Function Documentation

float w2preciprate::PairedMLE::getBias (  )  const [inline]

get the bias of the first estimate.

The second estimate is assumed to be unbiased.

float w2preciprate::PairedMLE::getMLE ( float  x1  )  const [inline]

get the maximum likelihood estimate of x if you only have x1

bool w2preciprate::PairedMLE::isValid (  )  const [inline]

Has this been updated at all?

float w2preciprate::PairedMLE::update ( float  x1,
float  var1,
float  x2,
float  var2 
)

update with the pairs of observations x1 and x2, along with the variance of the two estimates.

Remember that the second estimate should be unbiased.

Returns:
best estimate of x.


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