主题:请教如何用mle命令去估计Gumbel分布的参数?
gonoles2004
[专家分:0] 发布于 2010-07-11 00:43:00
请教如何用mle命令去估计Gumbel分布的参数?
已知一组数据,mle命令可以对一些分布例如weibull分布的参数进行最大似然估计,并给出参数估计的置信区间,如何对一些matlab原本不带的函数,例如gumbel分布进行参数估计? 谢谢
沙发
superhugo [专家分:110] 发布于 2011-05-21 11:33:00
matlab中应该有Gumbel分布.
MATLAB 模拟50种分布的函数
EFFICIENT RANDOM VARIATES GENERATOR (from over 50 distributions):
Alpha,
Anglit,
Antilognormal,
Arcsin,
Bernoulli,
Bessel,
Beta,
Binomial,
Bradford,
Burr,
Cauchy,
Chi,
Chi-Square (Non-Central),
Chi-Square (Central),
Cobb-Douglas,
Cosine,
Double-Exponential,
Erlang,
Exponential,
Extreme-Value,
F (Central),
F (Non-Central),
Fisher-Tippett,
Fisk,
Frechet,
Furry,
Gamma,
Generalized Inverse Gaussian,
Generalized Hyperbolic,
Geometric,
Gompertz,
Gumbel,
Half-Cosine,
Hyperbolic Secant,
Hypergeometric,
Inverse Gaussian,
Laplace,
Logistic,
Lognormal,
Lomax,
Lorentz,
Maxwell,
Nakagami,
Negative Binomial,
Normal,
Normal-Inverse-Gaussian (NIG),
Pareto,
Pareto2,
Pascal,
Planck,
Poisson,
Quadratic,
Rademacher,
Rayleigh,
Rice,
Semicircle,
Skellam,
Student's-t,
Triangular,
Truncated Normal,
Tukey-Lambda,
U-shape,
Uniform (continuous),
Von Mises,
Wald,
Weibull,
Wigner Semicircle,
Yule,
Zeta,
Zipf
MATLAB release MATLAB 6.5.1 (R13SP1)