Created
August 25, 2012 07:39
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Maximum Liklihood Estimator for Laplace Density Function
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/* | |
* Author : JAYAPRAKASH S | |
* Maximum liklihood estimator for Laplace density function | |
* Mail : first_name [at] cse [dot] iitb [dot] ac [dot] com | |
* Please mail me, if any error is found. | |
*/ | |
import java.util.ArrayList; | |
import java.util.Collections; | |
public class Main { | |
/* MLE of m(Mew) and b */ | |
double m,b; | |
/* samples drawn/taken for MLE task*/ | |
ArrayList<Double> sample = new ArrayList<Double>(); | |
int n; | |
void calc_m(String []a) | |
{ | |
n = a.length; | |
if( n < 1 ) { | |
System.err.println("No Samples Given"); | |
return ; | |
} | |
for( int i=0;i<n;i++) | |
sample.add ( Double.valueOf(a[i]) ); | |
Collections.sort(sample); | |
if( n % 2 == 1) | |
m = sample.get(n/2); | |
else | |
{ | |
/* we can take any value from sample[n-1/2] to sample[n/2] */ | |
// here are taking mean of two | |
m = sample.get(n/2) + sample.get((n-1)/2); | |
m = m / 2; | |
} | |
System.out.println("Mew m = " + m); | |
System.out.println("b = " + calc_b()); | |
System.out.println("f = " + calc_f()); | |
} | |
public Double calc_b() | |
{ | |
int n = sample.size(); | |
for( int i=0;i<n;i++) | |
b = b + Math.abs(m - sample.get(i)); | |
b = b / n; | |
return b; | |
} | |
public Double calc_f() | |
{ | |
int n = sample.size(); | |
Double f = 1.0,t; | |
for( int i=0;i<n;i++) | |
{ | |
t = 1 / (2 * b); | |
t = t * Math.pow(Math.E, -1 * Math.abs(sample.get(i)- m) / b ); | |
f = f *t; | |
} | |
return f; | |
} | |
public static void main(String []a) | |
{ | |
Main c = new Main(); | |
c.calc_m(a); | |
} | |
} |
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