MATLAB Answers

Log likelihood for each distributions.

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JinYoung Kim
JinYoung Kim on 7 Dec 2016
Answered: Tom Lane on 10 Dec 2016
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.

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Accepted Answer

Tom Lane
Tom Lane on 10 Dec 2016
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

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