Log-likelihood

thiago silva — Thu, 16 Oct 2008 14:32:01 -0400

Hi,

I am using dfittool to plot my data as well to plot some distributions. I would like to choose the distribution that best fit to my data. Can I use the log-likelihood to decide which distribution is the best? How can I compare them using log-likelihood? the one closest to zero is the best?

Thanks in advance,

Thiago

Re: Log-likelihood

Ting — Thu, 16 Oct 2008 14:59:37 -0400

Thiago,
People usually use maximum likelihood method to estimate parameters
for a chosen model, but You should not use log-likelihood to compare
different models. Because, generally a model with more parameters tends
to have larger likelihood.

There is no simple answer for how to decide the goodness of fit for
distribution fit. For details, please see my reply for your question on
"Doing Goodness of Fit test in dfittool'.

-Ting Su
Mathworks.

MATLAB Central Newsreader - Log-likelihood

Log-likelihood

Re: Log-likelihood