橡树下的往事 发表于 2011-7-15 11:08 
有一堆数据,画出直方图后,推测可能是正太,或伽马分布等等,然后我想知道用SAS的那个过程估计这些概率密度函数呢?请高手赐教
Here is an example to estimate ditribution parameters by maximizing log-likehood. The sample data is Laplace ditribution.
data t1;
mu=10; b=1;
do i=1 to 1500;
U=ranuni(998)-0.5;
x=mu - b*sign(u)*log(1-2*abs(u));
output;
end;
KEEP X;
run;
proc univariate data=t1 noprint;
histogram x/normal;
inset n mean std skewness kurtosis;
run;
proc univariate data=t1 noprint;
histogram x/gamma;
inset n mean std skewness kurtosis;
run;
proc nlmixed data=t1;
parms a=1 b=2;
loglik=log(pdf('laplace', x, a, b));
MODEL X ~ GENERAL (loglik);
RUN;