How to fit MLE function (MATLAB) to multivariable distribution estimation ?

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Muna Tageldin
Muna Tageldin le 15 Oct 2020
I am trying to estimate parameters of custom pdf distribution , I am not sure if I could use MLE function in matlab or I should use optimisatio toolbox ( I tried using global search with fmincon but the solution does not converge to the true parameters). I have two custom pdfs I am using to estimate parameters (data is z).
1) first model pdf :
f(x)= (1-c1)*lam*exp(-lam*z)+c1*lam*u*(exp(-u*z)-exp(-lam*z))/(u-lam);
for the first model , I am trying to estimate lam and u and c1.
2) second model pdf:
f(x)=f1(x)*f2(x)*f3(x)= lam*exp(-lam*z)*u*exp(-u*z)*g*exp(-g*z);
so for the second model: I am trying to estimate lam, g and u
I want to solve the above problem but not sure about the correct approach
Also, I read the mle documentation and I couldnt understand censor in the mle function ? What does censor mean in the context of my data (if I am using random simulation and real data for estimation)

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