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fit_ML_log_normal

于 2011-02-09 发布 文件大小:1KB
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   fit_ML_normal - Maximum Likelihood fit of the laplace distribution of i.i.d. samples!. Given the samples of a laplace distribution, the PDF parameter is found fits data to the probability of the form: p(x) = 1/(2*b)*exp(-abs(x-u)/b) with parameters: u,b format: result = fit_ML_laplace( x,hAx ) input: x - vector, samples with laplace distribution to be parameterized hAx - handle of an axis, on which the fitted distribution is plotted if h is given empty, a figure is created. output: result - structure with the fields u,b - fitted parameters CRB_b - Cram?r-Rao Bound for the estimator value RMS - RMS error of the estimation type - ML

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