Quantile Maximization Likelihood Estimation and Bayesian Ex-Gaussian Estimation

Presents two methods to estimate the parameters 'mu', 'sigma', and 'tau' of an ex-Gaussian distribution. Those methods are Quantile Maximization Likelihood Estimation ('QMLE') and Bayesian. The 'QMLE' method allows a choice between three different estimation algorithms for these parameters : 'neldermead' ('NEMD'), 'fminsearch' ('FMIN'), and 'nlminb' ('NLMI'). For more details about the methods you can refer at the following list: Brown, S., & Heathcote, A. (2003) ; McCormack, P. D., & Wright, N. M. (1964) ; Van Zandt, T. (2000) ; El Haj, A., Slaoui, Y., Solier, C., & Perret, C. (2021) ; Gilks, W. R., Best, N. G., & Tan, K. K. C. (1995) .