How do I test hyphotesis on matlab? How to create a confidence interval?

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cfjunior le 7 Jan 2014

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Commenté : cfjunior le 7 Jan 2014

The problem is:

I have some estimations for a nonlinear function (based on maximum likelihood estimation). After estimating using 'fminunc' I have a total of 24 values for my monthly parameters. Besides that I've set matlab to give the GRADIENT and the HESSIAN, which I think will be used on hypothesis tests.

Is there a way of doing these tests and create a confidence interval using my outcomes? How do I do it? (Knowing I'm working with a nonlinear function ...

Thanks!