Description: ：极值分布在计量经济学、金融工程、计算生物学、工程测量中都有用途，一般常用最小二乘法估计
其参数，但最小二乘法的误差较高．极大似然估计具有比最4 -乘法更好的性质，但由于它的计算往往比较麻
烦．通过极大似然法估计了极值分布的参数，同时给出了求参数的数值解的算法，并通过Matlab程序实现了
这一算法．
-: Extreme value distribution in econometrics, financial engineering, computational biology, engineering measurement purposes are generally used to estimate the parameters of least squares, but a higher least squares error. Maximum likelihood estimation than the 4'-multiplication better nature, but because it is often too much trouble to the calculation. Through the maximum likelihood method estimates the parameters of the extreme value distribution, while the parameters are given for the numerical solution of the algorithm, Matlab program by the algorithm. Platform: |
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Author:pine051025 |
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