using mle in matlab

10 views (last 30 days)
shalini sharma
shalini sharma on 13 Jan 2021
Answered: w w on 23 Jun 2021
for a given dataset i need to calculate parameters value using mle where cdf = a*(1-exp(-b*A)) and pdf = a*b*exp(-b*A),if i use following code
A=[6 10 17 20 29 34 38 41 50 55 ];
[phat,pci] = mle(A,'pdf',@(A,x,y) x*y*exp(-y*A),'start',[1,1])
i get
Error using mlecustom>llf_pdfcdf
(line 440)
The PDF function returned negative
or zero values.
Error in fminsearch (line 330)
x(:) = xe; fxe =
funfcn(x,varargin{:});
Error in mlecustom (line 184)
fminsearch(llf,start,opts,uncensData,censData,uncensFreq,censFreq,fun1Args,fun2Args,checkFunVals,lb,ub);
Error in mle (line 247)
[phat, pci] =
mlecustom(data,varargin{:});
I am not able to understand what is wrong and how to rectify it as i am new to matlab.Please help how sholud i evaluate parameters a and b using mle function in matlab.

Accepted Answer

w w
w w on 23 Jun 2021
try 'lowerbound'

More Answers (1)

Jeff Miller
Jeff Miller on 13 Jan 2021
One problem is that mle's search function (fminsearch) may try negative parameter values, in which case your pdf function returns a negative value. You could avoid that problem by squaring the parameter values, like this:
[phat,pci] = mle(A,'pdf',@(A,x,y) x^2*y^2*exp(-y^2*A),'start',[1,1])
If you do that, just keep in mind that the "real" x and y values you want are the squares of the phat values returned by mle.
Another problem, though, is that these are not legitimate pdf and cdf functions except when a=1. So, I think you really only have one parameter to estimate here--namely, your y parameter. It looks to me, anyway, like you are fitting an exponential distribution to these A values and looking for the best-fitting rate parameter. That value is 0.03333 = 1/mean(A)
  4 Comments
Elifnur Öztürk
Elifnur Öztürk on 22 May 2021
Did you find the answer to your question? @shalini sharma
shalini sharma
shalini sharma on 26 May 2021
I tried using the square of parameters in equation to be evaluated...and also with used different PDF and cdf but every time I got error....anyway thanks ....will try again

Sign in to comment.

Categories

Find more on Mathematics and Optimization in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!