<< distfun_wblcdf Weibull distfun_wblfitmm >>

distfun >> distfun > Weibull > distfun_wblfit

distfun_wblfit

Weibull parameter estimates

Calling Sequence

parmhat = distfun_wblfit( data )

Parameters

data :

a matrix of doubles, the data, data>=0

parmhat :

a 1-by-2 matrix of doubles, the parameters of the Weibull distribution

Description

Estimates the parameters of the Weibull distribution with maximum likelihood method. The parameters are chosen so that they minimize the negative log-likelihood function.

The implementation first estimates the parameters by the method of moments. This first estimate is then used a the starting guess for the optimization algorithm.

Examples

// Samples from Weibull distribution with
// a=5432 and b=3.21
data = [
3303.
3172.
2473.
5602.
3109.
4415.
6471.
5952.
3945.
3534.
]
parmhat = distfun_wblfit(data)
expected=[4673.7712    3.5090456]

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