Estimation of Weibull parameters using wblfit

Dear all,

I am using the wblfit function in order to estimate the paramters of a Weibull distribution. I have been trying to understand how the "freq" option was working. I was thinking that it must allow a weights for each expression that is in the likelihood.

Can anyone tell me if I'm right and/or give me an explanation of how it works.

Thank you very much,

boris

Answer 1

[the cyclist]

You are basically correct. For each element of "x" (the data being fitted), "freq" is the number of times that that value of x was observed. That frequency would typically be a positive integer, but MATLAB allows positive non-integers, treating it more like a weight, as you say.

[Boris]

Thank you for your reply. So if I wanted to calculate it manually, does that mean that I would do a basic MLE but adding a weight to every density function?

thanks again,