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distfun >> distfun > Weibull > distfun_wbllike

distfun_wbllike

Weibull negative log-likelihood

Calling Sequence

nlogl = distfun_wbllike(params,data)

Parameters

data :

a matrix of doubles, the data

params :

a 1-by-2 matrix of doubles, the parameters of the Weibull distribution. params(1) is a, params(2) is b.

nlogl :

a 1-by-1 matrix of doubles, the negative log-likelihood

Description

Computes the negative log-likelihood depending on the data, assuming that is Weibull distributed.

The negative log-likelihood function is :

-sum(log(PDF(params,data)))

where PDF is the probability distribution function, which depends on the parameters and the data.

Examples

// Samples from Weibull distribution with
// a=5432 and b=3.21
data = [
3303.
3172.
2473.
5602.
3109.
4415.
6471.
5952.
3945.
3534.
]
nlogl = distfun_wbllike([4672 3.5],data)
exact=85.799862

Authors

Bibliography

http://en.wikipedia.org/wiki/Likelihood_function


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