Where to find a book or file that explains the math behind the functions in MATLAB?

I am specifically looking at wblfit. I understand the data to put into the function, but I was wondering how the function uses the data.

Answer 1

[Azzi Abdelmalek]

In windows command,type

doc wblfit

[Shashank Prasanna]

Maria, you may also look at related documentation pages such as this:

http://www.mathworks.com/help/stats/weibull-distribution.html

If you want to know how the fitting is done, any probability/statistics book or wiki page with a section on Maximum Likelihood Estimation will explain whats going on.

[Maria]

Thank you!

Answer 2

[MichalUGent24 MichalUGent24]

Hello,

I have the same question. Could you please elaborate? There is more than one way in which a numerical solution can be obtained, or perhaps Matlab uses a ready solution specific to the Weibull distribution?

This may not be found anywhere else than from you guys and we do not find it in documentation. Perhaps this was also the original intention of the question by the person before me.

After checking:

statset ('wblfit')

in command line I get mostly empty fields. That would suggest there is a ready solution somewhere "in there", right?

Also, does the

[...] = mle(data,'distribution','wbl')

work exactly the same as wblfit()?

Thank you

Michael