MATLAB has a "mle" function for maximum likelihood estimation. I think that this function is useful to verify the result of hw2 if you have MATLAB. I try to find the effect of the sample size in MLE using "mle" function because the number of samples is critical for estimation. To do this, I generate samples from normal distribution with mean as 0 and std as 5. The below graph shows the results of MLE according to the number of samples.
The code for this graph is like below.
samples_step = 3;
num_samples = samples_step:samples_step:10000;
len = length(num_samples);
mu = 0;
sigma = 5;
muhat = zeros(1, len);
sigmahat = zeros(1, len);
for x = num_samples
data = mu + sigma * randn(1, x);
phat = mle(data(1, :));
muhat(1, x/samples_step) = phat(1);
sigmahat(1, x/samples_step) = phat(2);
end
plot(num_samples, muhat);
hold on;
plot(num_samples, sigmahat);
--Han84 22:49, 2 April 2010 (UTC)
