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Tak
Posts:
1
Registered:
5/16/14


Maximum Likelihood Estimation problems
Posted:
May 16, 2014 9:26 AM


Hello Matlab community,
I am very new to Matlab and I am currently using it for a few optimization problems since it facilitates work compared to other programmes.
My problem is the following:
I have the loglikelihood function:
f(u1,u2,u3  Alpha) = sum((log(ones(100,1)*(1+Alpha))+log(ones(100,1)*(1+2*Alpha))+(log(u1)+log(u2)+log(u3))*(Alpha1)+log(diag(diag(u1)^Alpha+diag(u2)^Alpha+diag(u3)^Alpha)ones(100,1)*2)*(1/Alpha3)));
In fact it is a function with three given vectors (u1,u2,u3) and one parameter ("Alpha").
My goal is to maximize this function by changing the parameter "Alpha", where Alpha ? 0.
I have already tried figuring out how this can be achieved by reading descriptions on functions like MLE and FMINCON but everything I got are error messages which didn't get me anywhere.
I would be thankful for any help!
Cheers, Tom



