An R Package for Maximum Likelihood Bias Correction

Recently, Mazucheli (2017) uploaded the package to CRAN. It can be used for bias corrections of maximum likelihood estimates through the methodology proposed by Cox and Snell (1968). The main function of the package, coxsnell.bc(), computes the bias corrected maximum likelihood estimates. Although in general, the bias corrected estimators may be expected to have better sampling properties than the uncorrected estimators, analytical expressions from the formula proposed by Cox and Snell (1968) are either tedious or impossible to obtain. The purpose of this paper is twofolded: to introduce the package, especially the coxsnell.bc() function; secondly, to compare, for thirty one continuous distributions, the bias estimates from the coxsnell.bc() function and the bias estimates from analytical expressions available in the literature. We also compare, for five distributions, the observed and expected Fisher information. Our numerical experiments show that the functions are efficient to estimate the biases by the Cox-Snell formula and for calculating the observed and expected Fisher information.

Josmar Mazucheli , André Felipe B. Menezes , Saralees Nadarajah

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at

CRAN packages used, fitdistrplus

CRAN Task Views implied by cited packages

Distributions, Survival


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For attribution, please cite this work as

Mazucheli, et al., "The R Journal: An R Package for Maximum Likelihood Bias Correction", The R Journal, 2017

BibTeX citation

  author = {Mazucheli, Josmar and Menezes, André Felipe B. and Nadarajah, Saralees},
  title = {The R Journal: An R Package for Maximum Likelihood Bias Correction},
  journal = {The R Journal},
  year = {2017},
  note = {},
  doi = {10.32614/RJ-2017-055},
  volume = {9},
  issue = {2},
  issn = {2073-4859},
  pages = {268-290}