Log likelihood for each distributions.

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JinYoung Kim
JinYoung Kim am 7 Dez. 2016
Beantwortet: Tom Lane am 10 Dez. 2016
Hi! I was wondering how to compute in Matlab the log likelihood.
I think which the "fitdist" function includes "likelihood" function(e.g. normlike, gamlike and wbllike, etc).
However, the result of likelihood value is not same result which I was using "Weilbull" distribution.
The "Weibull" and "fitdist(data,'weibull') -> PD.NLogL" were not same value.
Plz understatnd me.
Thanks all.
Best regards.
Jin.

Akzeptierte Antwort

Tom Lane
Tom Lane am 10 Dez. 2016
It's not clear to me what fails to match with what. These match:
>> x = -5*log(rand(100,1));
>> pd = fitdist(x,'weibull');
>> format compact
>> negloglik(pd)
ans =
267.1545
>> sum(-log(pdf(pd,x)))
ans =
267.1545
>> wbllike(pd.ParameterValues,x)
ans =
267.1545

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