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how can i write t truncated distribution as a likelihood?

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elham kreem
elham kreem il 21 Mar 2018
Chiuso: MATLAB Answer Bot il 20 Ago 2021
i have this function
f(x)= [(gamma((v+1)/2))/(gamma(v/2)(2π).^(1/2)* σ] *(1+((x-μ)^2)/(v*σ^2 ))).^(-(v+1)/2)*(1/ (F(b)-F(a)))
i want to write the function as likelihood function(L)?

Risposte (1)

Jeff Miller
Jeff Miller il 21 Mar 2018
Not entirely clear what you are asking. Without looking too closely, your equation looks like the conditional density of x for a truncated distribution such that a<=x<=b. One normally computes "likelihood" with respect to a set of data, say y_i, i=1..n. Here, you could compute that with L=prod(f(y_i)). If that isn't what you are after, can you explain a bit more?
  3 Commenti
Jeff Miller
Jeff Miller il 22 Mar 2018
As I understand it, the likelihood function is the same as the density function, just viewed as a function of the parameters rather than a function of the data. So you might write:
L(μ,σ|x,k,a,b) = k * (1+((x-μ)^2)/(vσ^2 ))).^(-(v+1)/2)*(1/ (F(b)-F(a)))
But I suspect that you already know this and that you are actually asking math questions that are well beyond me (sum the brackets, raise to n, and differentiate). Sorry I cannot be more helpful.

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