CJE log likelihood

使用工具箱dfittool，用此工具箱生成代码时需要调用函数fitdist.m此函数使用的是最大似然估计

https://cn.mathworks.com/matlabcentral/answers/49055-fitdist-how-does-it-work

内容如下：

fitdist - How does it work?

 

Asked by Berk on 25 Sep 2012

Accepted Answer by Tom Lane

36 views (last 30 days)

As far as I know, there are two ways to fit the data to adistribution:

 

1. Using the moments.

 

2. Maximum likelihood estimation.

 

Would you please help me understand which method does Matlabuses? How does the 'fitdist' function is used to fit the data into a givendistribution?

 

Thanks in advance.

 Berk

答案：

The fitdist function uses maximum likelihood. The exceptions are the normal and lognormal distributions. For the normal distribution, the mle of sigma^2 is 1/n times the sum of squared deviations from the mean. But using the factor 1/(n-1) instead is very common, because it makes the variance estimate unbiased. That's what fitdist uses. It does the analogous thing for lognormal.

The mle function uses maximum likelihood even in those two cases.

此问题的一些资料：未整理

http://bbs.pinggu.org/thread-931237-2-1.html

(Log) likelihood is a measure of the fit of a distribution to data, so the simple answer is: the distribution with the largest likelihood is the one that fits best. However, what you get here as an output is themaximized likelihood, i.e. the likelihood at those parameter values where it is maximal.

https://stackoverflow.com/questions/32418225/dfittool-results-interpretation

https://en.wikipedia.org/wiki/Likelihood_function#Log-likelihood

https://en.wikipedia.org/wiki/Likelihood_function

https://www.zhihu.com/question/50828855/answer/161719316

https://baike.baidu.com/item/标准误/9633428?fr=aladdin&fromid=2272972&fromtitle=Standard+Error

log likelihood 计算http://cn.mathworks.com/matlabcentral/newsreader/view_thread/309705