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Matlab Code to Solve Maximum Likelihood Problem.

Chloe Bennett • • 2 min read
Matlab Code to Solve Maximum Likelihood Problem.
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Can someone help me solve the following problem ?

There are 25 columns in a given dataset each having 10000 points of the form - x(n) = A + w(n) where w(n) ~ N(0,A) AWGN.

  1. Estimate A' using maximum likelihood estimation.
  2. Using Monte carlo simulations find E(A') and var (A').
  3. Plot (E(A')-A)^2 and var(A') as function of N.
  4. Find pdf of A'. Plot for N= 5,10,20. Take any of N columns.

I tried to use the phat = mle(data,'distribution',type) function but it did not give the correct results.

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Chloe Bennett
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Chloe Bennett

Chloe Bennett explores the intersection of pop culture, streaming entertainment, digital trends, and contemporary lifestyle. Her weekly commentary reaches thousands of culture enthusiasts.