ProbDistMLERestricted
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Function Description
Returns the maximum likelihood estimation vector for a given
dataset for parameters of a probability distribution given by DistributionName
and with the order of parameter values matching the parameter names listed by MnProbDistParamNames)
subject to the restriction that for those parameters with AllowParameterToVary
= FALSE the estimator must be identical to its OpeningParameterChoice.
The algorithm used starts from values for each of the
non-fixed parameters in line with its value in OpeningParameterChoices
and searches for the (possibly just ‘nearest’) parameter selection that
maximises the weighted (log) likelihood function.
Probability distributions currently recognised by the
website may be listed using MnRecognisedProbDists.
NAVIGATION LINKS
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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| DistributionName | String | Name of distribution |
| InputValues | Double() | Array containing values from which MLE is derived |
| OpeningParameterChoices | Double() | Initial (approximate) variable choices from which search for MLE starts |
| AllowParameterToVary | Boolean() | Indicates if relevant parameter can vary |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Probability distribution analysis functions
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Computation units used
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