使用mle（）估算自定义分布的参数
nas*_*ash 8 matlab distribution fminsearch probability-density mle
我有以下代码，希望估算自定义分发的参数。有关发行的更多详细信息。然后，使用估计的参数，我想查看估计的PDF是否类似于给定数据的分布（应该与给定数据的分布匹配）。
[编辑]：“ x”现在保存数据样本，而不是PDF
主要代码是：
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从帮助中注意到这一点
如果不存在“检查”名称/值对，则可以省略“ cdf”名称/值对。
给我们第一个调试建议。因此，从输入列表中删除检查部分和CDF并运行
phat = mle(x,'pdf', @eval_custpdf,'start',[0.6,0.02,1.01,2,4,-10]);
phat = mle(x,'pdf', @eval_custpdf,'start',phat); %Restart for better result
产生数字
告诉我们问题可能出在CDF函数中。与问题中给出的链接相比，我们看到这一行
second_integral = integral(@(x) eval_K(x,a,b,c),0,incomplete_gamma.^mybeta./n_gamma);
本来应该
second_integral = integral(@(x) eval_K(x,a,b,c),0,incomplete_gamma./n_gamma);