matlab - Parameter estimation (MLE) of a truncated Pareto distribution -

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i'm new here , super desperate hope of can me.... have sample of random data x_1....x_n , want fit truncated pareto distribution data.... fit generalized pareto distribution super easy , have done that. calculated shape , scale parameters matlab routine. truncated pareto distribution can't seem find routine calculate parameters need... have idea how it?

thanks in advance!

you can use markov-chain-monte-carlo simulations bayesian inference parameters of generalized pareto distribution given data. or stay maximum likelihood method. problem can solved in many ways. if want apply mle need search maximum. fminsearch() http://de.mathworks.com/help/optim/ug/fminsearch.html

for need define function in separate m-file computes likelihood or log-likehood given set of parameters of truncated pareto distribution. fminsearch returns optimal parameters according likelihood. kind of routine looking for?


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