using mle in matlab

Question

shalini sharma 2021-1-13

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/715673-using-mle-in-matlab

回答： w w 2021-6-23

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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Answer 1

w w 2021-6-23

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https://ww2.mathworks.cn/matlabcentral/answers/715673-using-mle-in-matlab#answer_731370

try 'lowerbound'

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Answer 2

Jeff Miller 2021-1-13

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https://ww2.mathworks.cn/matlabcentral/answers/715673-using-mle-in-matlab#answer_597543

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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Elifnur Öztürk 2021-5-22

Did you find the answer to your question? @shalini sharma

shalini sharma 2021-5-26

I tried using the square of parameters in equation to be evaluated...and also with used different PDF and cdf but every time I got error....anyway thanks ....will try again

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