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hase
08/17/12 08:37am

Hi,
I was wondering if it is possible to use NMinimize with an objective function, which contains random variables? E.g. I have a function with parameters which follow a distribution (normal and truncated normal). I want to fit its histogram to data that I have and constructed an objective function which now I need to minimize (so, the objective function depends on the mus and sigmas of the parameters and need to be determined). If I run my code, there is an error message: It claims the parameter for the NormalDistribution needs to be positive (If I plug in numbers for the mus and sigmas of my objective functionby hand, i don't get an error message).
So, I am wondering if it is not possible for NMinimize to handle a non-analytic function.
Thanks!

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Subject (listing for 'NMinimize with random variables')
Author Date Posted
NMinimize with random variables hase 08/17/12 08:37am
Re: NMinimize with random variables Bill Simpson 08/17/12 1:30pm
Re: Re: NMinimize with random variables hase 08/18/12 08:13am
Re: Re: Re: NMinimize with random variables Bill Simpson 08/18/12 12:49pm
Re: Re: Re: Re: NMinimize with random variables hase 08/22/12 06:08am
Re: Re: Re: Re: Re: NMinimize with random varia... Bill Simpson 08/22/12 11:26am
Re: Re: Re: Re: Re: Re: NMinimize with random v... hase 08/22/12 1:29pm
Re: NMinimize with random variables hase 08/21/12 06:14am
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