Can I use the in-built function 'mle' for Maximum Likelihood Estimate that maximizes the log-likelihood of a vector in MATLAB for this purpose?

6 vues (au cours des 30 derniers jours)
In my work I have a vector of particular length 'L'. I want to maximize the log-likelihood estimate of the vector using maximum likelihood estimation. I have followed the following procedure:
x=[vector(1:L)];
pd = fitdist(x,'Normal');
z=log(normpdf(x,pd(1),pd(2)); %for finding log-likelihood
However, I do not know whether the above program maximizes the log-likelihood. I am getting a scalar value in 'z', can I use that scalar value to plot back the desired signal? The distribution is assumed to be Normal distribution. Is there any other way to do the problem?

Réponses (1)

Torsten
Torsten le 6 Sep 2022
x=[vector(1:L)];
pd = fitdist(x,'Normal');
nll = negloglik(pd)

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