Is your uniform like: f(x) = 1/b if 0<x<1 and 0 otherwise?
then your MLE can be obtained by sum x, then display r(max).
Right?
Rodrigo.
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Bob Hammond
Enviado el: Martes, 01 de Abril de 2008 01:58 p.m.
Para: [email protected]
Asunto: st: Likelihood function of uniform distribution
This message is from a friend who is having trouble sending a message to
the list. Sorry if his message comes through later as a duplicate.
Hi,
In order to run a Maximum Likelihood Estimation, I need to define the
likelihood function for a uniform distribution. But I am not sure how to
define a uniform probability distribution function in Stata. For
example, I don't know how to define the following function or the
associated likelihood function in Stata:
f(x)=1 if 0<x<1
=0 otherwise.
I have tried the following commands to define the log-likelihood
function of a uniform distribution; however, I think it is NOT an
appropriate way to do it since theta is not penalized when it falls
outside the interval [0,1]:
program myunif
args lnf theta
quietly replace `lnf' =ln(`theta') if $ML_y1==1
quietly replace `lnf' =ln(1-`theta') if $ML_y1==0
end
Also, how do you define the following triangular probability
distribution function?
f(x)= 4x if 0<x<0.5
=4-4x if 0.5<x<1
=0 otherwise.
I appreciate any help or comment in advance.
Thanks,
Mostafa
-----------------------------------------------------------------
Mostafa Beshkar
PhD Candidate
Dept of Economics, Vanderbilt University
Phone: 1(615)522-1775
Fax: 1(615)343-8495
www.people.vanderbilt.edu/~mostafa.beshkar
SSRN page:
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=418146
--
------------------------------------------------------------------------
Bob Hammond
Department of Economics
Vanderbilt University
http://people.vanderbilt.edu/~robert.g.hammond/
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