plot of log likelihood values

조회 수: 5 (최근 30일)
Ilias Minas
Ilias Minas 2021년 11월 9일
답변: Jeff Miller 2021년 11월 10일
Hi everyone,
I have the following data values [2 4 3 1 6 2 2.5 7 10] with two parameters :shape and scale.
I would like to plot the log likelihood values for the following shape values:
1 2 3 4 5 6 7 8 9 10
How can I do this on Matlab?
Yours sincerely
Ilias Minas
  댓글 수: 2
Jeff Miller
Jeff Miller 2021년 11월 9일
Do you want the scale value to be adjusted to maximize likelihood separately for each shape value?
Ilias Minas
Ilias Minas 2021년 11월 10일
I want the scale value to be fixed at 6

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답변 (1개)

Jeff Miller
Jeff Miller 2021년 11월 10일
I think this might be what you are after:
x = [2 4 3 1 6 2 2.5 7 10]; % data
ShapeCandidates = 1:10;
Scale = 6;
loglikelihood = zeros(numel(ShapeCandidates),1);
for iShape=1:numel(ShapeCandidates)
wbl = makedist('Weibull','A',Scale,'B',iShape);
pdfs = wbl.pdf(x);
loglikelihood(iShape) = sum(log(pdfs));
end
figure; plot(ShapeCandidates,loglikelihood)
xlabel('Shape');
ylabel('Log likelihood');

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