Statistics Toolbox

mle

Maximum likelihood estimation

Syntax

• phat = mle('dist',data)
  [phat,pci] = mle('dist',data)
  [phat,pci] = mle('dist',data,alpha)
  [phat,pci] = mle('dist',data,alpha,p1)
  

Description

phat = mle('dist',data) returns the maximum likelihood estimates (MLEs) for the distribution specified in 'dist' using the sample in the vector, data. See Overview of the Distributions for the list of available distributions.

[phat,pci] = mle('dist',data) returns the MLEs and 95% percent confidence intervals.

[phat,pci] = mle('dist',data,alpha) returns the MLEs and 100(1-alpha)% confidence intervals given the data and the specified alpha.

[phat,pci] = mle('dist',data,alpha,p1) is used for the binomial distribution only, where p1 is the number of trials.

Example

• rv = binornd(20,0.75)
  rv =
      16
  [p,pci] = mle('binomial',rv,0.05,20)
  p =
      0.8000
  pci =
      0.5634
      0.9427
  

See Also
betafit, binofit, expfit, gamfit, nbinfit, normfit, normlike, poissfit, weibfit

median

moment