Maximum likelihood estimator

Illustrate maximum likelihood estimation of a custom probability distribution
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Updated 9 Feb 2026

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llustrates maximum likelihood estimation of a custom probability distribution from scratch and compares fit parameter results to results from MATLAB's function mle. The illustrative example is a 5-parameter fit to simulated samples of a peaked signal and exponentially decaying background.

Cite As

Duncan Carlsmith (2026). Maximum likelihood estimator (https://uk.mathworks.com/matlabcentral/fileexchange/100888-maximum-likelihood-estimator), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.01

Added interactive_examples tag

1.0.5

Some output was missing

1.0.4

Wrong file

1.0.3

Spell check

1.0.2

Minor improvements.

1.0.1

Image added.

1.0.0