how to let mle know

Question

Joy Tian 2015-7-26

回答： Walter Roberson 2015-7-26

Hello everyone,

I am striving on a mle problem on mixed exponential equation on three parameters.

The complete pdf function of it looks like

f(x)=(alpha/beta1)* [exp(-x/beta1)] + [(1-alpha)/beta2]*[exp(-x/beta2)]

when I try mle function in Matlab, I get the error says,

" The PDF function returned negative or zero values. "

My reaction is trying to find ways let mle know alpha is between 0 and 1. beta1 and beta2 need to be greater than 0.

But I have no idea how to do it.

Please let me know your opinions.

Sincerely,

Joy

Answer 1

Walter Roberson 2015-7-26

Use the 'lowerbound' and 'upperbound' options; see http://www.mathworks.com/help/stats/mle.html