Log likelihood for each distributions.

Hi! I was wondering how to compute in Matlab the log likelihood.

I think which the "fitdist" function includes "likelihood" function(e.g. normlike, gamlike and wbllike, etc).

However, the result of likelihood value is not same result which I was using "Weilbull" distribution.

The "Weibull" and "fitdist(data,'weibull') -> PD.NLogL" were not same value.

Plz understatnd me.

Thanks all.

Best regards.

Jin.

Answer 1

[Tom Lane]

It's not clear to me what fails to match with what. These match:

>> x = -5*log(rand(100,1));
>> pd = fitdist(x,'weibull');
>> format compact
>> negloglik(pd)
ans =
  267.1545
>> sum(-log(pdf(pd,x)))
ans =
  267.1545
>> wbllike(pd.ParameterValues,x)
ans =
  267.1545