Question: Optimization involve numerical integral

August 27 2014 casperyc 852
Maple 18

0

Hi,

I read this thread, but it didnt really help.

test.mw (i noticed an error in the expression pj, now fixed!)

See this file above.

The function needs to be maximized is "loglik", with constraints,

f0>0, sigma>0 and mu is FREE. Only three variables.

 

Using some calculus and by changing variables, I was able to use Gauss–Hermite quadrature, and do some approximation, to get the values:

f0=105.9535

mu=-2.1587

sigma=3.5156

 

I am wondering if Maple can do this straight away. By that, I mean, without doing much further,  how could I get the values? (most efficiently and quickly)

 

Thanks,

 

casper

 

http://www.mapleprimes.com/questions/122813-Is-It-Possible-To-Optimize-This-Kind-Of-Integral

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