Log likelihood

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Nuchto 2012-5-22

1
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https://ww2.mathworks.cn/matlabcentral/answers/39055-log-likelihood

评论： Jessica Hopf 2023-3-3

Hi!

I was wondering how to compute (which function to use) in Matlab the log likelihood but when the data is not normally distributed. Thanks!

Nuchto

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Tom Lane 2012-5-24

6
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https://ww2.mathworks.cn/matlabcentral/answers/39055-log-likelihood#answer_48848

在 MATLAB Online 中打开

If you have the most recent release of the Statistics Toolbox:

>> x = poissrnd(4,20,1);
>> pd = fitdist(x,'poisson');
>> pd.NLogL
ans =
   39.0221

If you do not:

>> mu = poissfit(x);
>> -sum(log(poisspdf(x,mu)))
ans =
   39.0221

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Tom Lane 2012-5-29

Sadly, it doesn't say much on its own. You could compare it to the likelihood of other fits.

Jessica Hopf 2023-3-3

Im curious where the documentation for pd.NLogL is? specifically, I can't find how you would know to do this without having found this answer

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the cyclist 2012-5-22

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https://ww2.mathworks.cn/matlabcentral/answers/39055-log-likelihood#answer_48633

编辑：John Kelly 2015-2-26

If you have the Statistics Toolbox, you can calculate the (negative) log likelihood for several functional forms.

For example, there is a betalike() function that will calculate the NLL for a beta function.

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the cyclist 2012-5-23

I'm not sure I understand what you mean. When you say you can't "find" them, do you mean they are not in your version of MATLAB? Do you have the Statistics Toolbox?

Or do you mean that you see all those functions, but none of them are for the distribution you are trying to use?

Or do you mean something else?

Nuchto 2012-5-24

I meant the last: none of the functions listed in Matlab R2011a are for my distribution. My distribution is non-log. Anyway, is there a way to know which distribution is my data? I am very much a newbie.

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