Log likelihood for each distributions.

JinYoung Kim - 2022-05-23T13:04:28+00:00

Question: Log likelihood for each distributions.

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.

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Expert Answer

John Williams answered . 2025-11-20

>> 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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