using mle in matlab
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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.
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Accepted Answer
More Answers (1)
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)
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