Finding parameters of distribution using maximum likelihood
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Let say I have C cdf with parameters a and b , data set D and set F with equal length data.I was able to fit C(a1,b1) with data D and C(a2,b2) with data F.Where a1,a2,b1,b2 are parameters estimated by mle .
However, if I now force b1=b2 another word can I fit C(a3,b3) with data D and C(a4,b3) with data F.
What I have done is joint their likelihood function together and managed to find a3,a4,b3 by mle, but is my approach correct ?
statistics statistical-inference
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
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add a comment |
$begingroup$
Let say I have C cdf with parameters a and b , data set D and set F with equal length data.I was able to fit C(a1,b1) with data D and C(a2,b2) with data F.Where a1,a2,b1,b2 are parameters estimated by mle .
However, if I now force b1=b2 another word can I fit C(a3,b3) with data D and C(a4,b3) with data F.
What I have done is joint their likelihood function together and managed to find a3,a4,b3 by mle, but is my approach correct ?
statistics statistical-inference
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
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I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49
add a comment |
$begingroup$
Let say I have C cdf with parameters a and b , data set D and set F with equal length data.I was able to fit C(a1,b1) with data D and C(a2,b2) with data F.Where a1,a2,b1,b2 are parameters estimated by mle .
However, if I now force b1=b2 another word can I fit C(a3,b3) with data D and C(a4,b3) with data F.
What I have done is joint their likelihood function together and managed to find a3,a4,b3 by mle, but is my approach correct ?
statistics statistical-inference
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
$endgroup$
Let say I have C cdf with parameters a and b , data set D and set F with equal length data.I was able to fit C(a1,b1) with data D and C(a2,b2) with data F.Where a1,a2,b1,b2 are parameters estimated by mle .
However, if I now force b1=b2 another word can I fit C(a3,b3) with data D and C(a4,b3) with data F.
What I have done is joint their likelihood function together and managed to find a3,a4,b3 by mle, but is my approach correct ?
statistics statistical-inference
statistics statistical-inference
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
asked Dec 4 '18 at 14:32
Extra mintExtra mint
124
124
$begingroup$
I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49
add a comment |
$begingroup$
I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49
$begingroup$
I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49
$begingroup$
I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49
add a comment |
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$begingroup$
I can't see that you have stated a problem, so it is difficult to say whether your approach leads to a correct solution. Can you revise your question to state (1) What you are trying to do and (2) Your thoughts toward that end?
$endgroup$
– BruceET
Dec 4 '18 at 20:49