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Help with parameter estimation

  • To: mathgroup at
  • Subject: [mg50058] Help with parameter estimation
  • From: aramtal at (Abd)
  • Date: Fri, 13 Aug 2004 05:56:12 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

Hi all, i am trying to estimate the parameters a, b, c, d from a given
model. Let's say, for the sake of argument ,that the probability
density function of the model is f[a,b,c,d]. And I have a dataset A
with n elements. I want to find the parameters a, b, c, d, such that
the sum (K= sum f[a,b,c,d]-A[[i]]) is minimized. So I used the command

 Findminimum[K, {a,a0},{b,b0}, {c,c0},{d,d0}]. But it seems that I
have an infinite loop somewhere, since the program runs for hours on a
relatively fast machine, without producing anything.
Could anyone give me a hint, as to how to solve this problem.

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