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Log likelihood for each distributions.

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JinYoung Kim
JinYoung Kim on 7 Dec 2016
Answered: Tom Lane on 10 Dec 2016
Hi! I was wondering how to compute in Matlab the log likelihood.
I think which the "fitdist" function includes "likelihood" function(e.g. normlike, gamlike and wbllike, etc).
However, the result of likelihood value is not same result which I was using "Weilbull" distribution.
The "Weibull" and "fitdist(data,'weibull') -> PD.NLogL" were not same value.
Plz understatnd me.
Thanks all.
Best regards.
Jin.

Accepted Answer

Tom Lane
Tom Lane on 10 Dec 2016
It's not clear to me what fails to match with what. These match:
>> x = -5*log(rand(100,1));
>> pd = fitdist(x,'weibull');
>> format compact
>> negloglik(pd)
ans =
267.1545
>> sum(-log(pdf(pd,x)))
ans =
267.1545
>> wbllike(pd.ParameterValues,x)
ans =
267.1545

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