Maximum likelihood estimatior
- To: mathgroup at smc.vnet.net
- Subject: [mg121249] Maximum likelihood estimatior
- From: "jeanni laus" <jeanni.laus at gmx.de>
- Date: Tue, 6 Sep 2011 03:56:39 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
Hi I have some trouble calculating the maximum likelihood estimators for some distribution functions e.g. Gumbel, Log-Normal Distribution. I tried to use the SMLE package. Everything worked fine for the examples given in the Symbolic maximum likelihood estimation with Mathematica paper. But for my distribution functions I can't calculate the estimators. SuperLog[On] func=PDF[GumbelDistribution[\[Alpha], \[Beta]], Subscript[x, i]] L= \!\(\*UnderoverscriptBox[\(\[Product]\), \(i = 1\), \(n\)]func\) LogL=Log[L] scorea = \!\(\*SubscriptBox[\(\[PartialD]\), \(\[Alpha]\)]LogL\) scoreb = \!\(\*SubscriptBox[\(\[PartialD]\), \(\[Beta]\)]LogL\) Assuming[\[Beta] > 0, Solve[scorea == 0, \[Alpha]]] Assuming[\[Beta] > 0, Solve[scoreb == 0, \[Beta]]] Can someone help, please? Jeanni -- NEU: FreePhone - 0ct/min Handyspartarif mit Geld-zurück-Garantie! Jetzt informieren: http://www.gmx.net/de/go/freephone