Normal Distribution - Objective Function

Objective function to minimize/maximize to estimate parameters of the normal distribution. See norm2ll().

normobj(theta, x, neg = TRUE)

Arguments

theta	Vector of parameters \(\theta\) of the normal distribution (theta[1] = mu (\(\mu\)) and theta[2] = sigma (\(\sigma\))).
x	Numeric vector. Values of the random variable \(X\).
neg	Logical. If TRUE, returns, negative log-likelihood.

References

Wikipedia: Normal Distribution

Wikipedia: IID

Wikipedia: Likelihood Function

See also

Other normal likelihood functions: norm2ll(), normL(), normll(), normpdf()