how to let mle know

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Joy Tian
Joy Tian 2015 年 7 月 26 日
回答済み: Walter Roberson 2015 年 7 月 26 日
Hello everyone,
I am striving on a mle problem on mixed exponential equation on three parameters.
The complete pdf function of it looks like
f(x)=(alpha/beta1)* [exp(-x/beta1)] + [(1-alpha)/beta2]*[exp(-x/beta2)]
when I try mle function in Matlab, I get the error says,
" The PDF function returned negative or zero values. "
My reaction is trying to find ways let mle know alpha is between 0 and 1. beta1 and beta2 need to be greater than 0.
But I have no idea how to do it.
Please let me know your opinions.
Sincerely,
Joy

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Walter Roberson
Walter Roberson 2015 年 7 月 26 日
Use the 'lowerbound' and 'upperbound' options; see http://www.mathworks.com/help/stats/mle.html

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