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how can i write t truncated distribution as a likelihood?

조회 수: 1 (최근 30일)
elham kreem
elham kreem 2018년 3월 21일
마감: MATLAB Answer Bot 2021년 8월 20일
i have this function
f(x)= [(gamma((v+1)/2))/(gamma(v/2)(2π).^(1/2)* σ] *(1+((x-μ)^2)/(v*σ^2 ))).^(-(v+1)/2)*(1/ (F(b)-F(a)))
i want to write the function as likelihood function(L)?

답변 (1개)

Jeff Miller
Jeff Miller 2018년 3월 21일
Not entirely clear what you are asking. Without looking too closely, your equation looks like the conditional density of x for a truncated distribution such that a<=x<=b. One normally computes "likelihood" with respect to a set of data, say y_i, i=1..n. Here, you could compute that with L=prod(f(y_i)). If that isn't what you are after, can you explain a bit more?
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Jeff Miller
Jeff Miller 2018년 3월 22일
As I understand it, the likelihood function is the same as the density function, just viewed as a function of the parameters rather than a function of the data. So you might write:
L(μ,σ|x,k,a,b) = k * (1+((x-μ)^2)/(vσ^2 ))).^(-(v+1)/2)*(1/ (F(b)-F(a)))
But I suspect that you already know this and that you are actually asking math questions that are well beyond me (sum the brackets, raise to n, and differentiate). Sorry I cannot be more helpful.
elham kreem
elham kreem 2018년 3월 23일
thank you at all

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