weiblike (Statistics Toolbox)

Weibull negative log-likelihood function

Syntax

logL = weiblike(params,data)
[logL,avar] = weiblike(params,data)

Description

logL = weiblike(params,data) returns the Weibull log-likelihood with parameters params(1) = a and params(2) = b given the data x_i.

[logL,avar] = weiblike(params,data) also returns avar, which is the asymptotic variance-covariance matrix of the parameter estimates if the values in params are the maximum likelihood estimates. avar is the inverse of Fisher's information matrix. The diagonal elements of avar are the asymptotic variances of their respective parameters.

The Weibull negative log-likelihood is

weiblike is a utility function for maximum likelihood estimation.

Example

This example continues the example from weibfit.

r = weibrnd(0.5,0.8,100,1);
[logL,info] = weiblike([0.4746 0.7832],r)
logL =
  203.8216
info =
    0.0021    0.0022
    0.0022    0.0056

Reference

[1] Patel, J. K., C. H. Kapadia, and D. B. Owen, Handbook of Statistical Distributions, Marcel-Dekker, 1976.

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