mu = 3.0; sigma =2.0; ns = [50, 1000]; for k = 1:length(ns) n = ns(k); fprintf('\nn=%d\n', n); % draw random numbers: x = randn(n,1)*sigma+mu; fprintf(' mean of the data is %.2f\n', mean(x)) fprintf(' standard deviation of the data is %.2f\n', std(x)) % standard deviation as parameter: psigs = 1.0:0.01:3.0; % matrix with the probabilities for each x and psigs: lms = zeros(length(x), length(psigs)); for i=1:length(psigs) psig = psigs(i); p = exp(-0.5*((x-mu)/psig).^2.0)/sqrt(2.0*pi)/psig; lms(:,i) = p; end lm = prod(lms, 1); % likelihood loglm = sum(log(lms), 1); % log likelihood maxlm = psigs(lm==max(lm)); if length(maxlm) > 1 maxlm = maxlm(1); end fprintf(' likelihood: standard deviation of the data is %.2f\n', maxlm) fprintf(' log-likelihood: standard deviation of the data is %.2f\n', psigs(loglm==max(loglm))) % plot likelihood of standard deviation: subplot(2, 2, 2*k-1); plot(psigs, lm ); title(sprintf('likelihood n=%d', n)); xlabel('standard deviation') ylabel('likelihood') subplot(2, 2, 2*k); plot(psigs, loglm); title(sprintf('log-likelihood n=%d', n)); xlabel('standard deviation') ylabel('log likelihood') end savefigpdf(gcf, 'mlestd.pdf', 15, 10);