weiblike (Statistics Toolbox)

Weibull negative log-likelihood function.

Syntax

logL = weiblike(params,data)
[logL,info] = 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,info] = weiblike(params,data) adds Fisher's information matrix, info. The diagonal elements of INFO are the asymptotic variances of their respective parameters.

The Weibull negative log-likelihood is:

weiblike is a utility function for maximum likelihood estimation.

Example

Continuing the example for 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

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