The Gumbel Log-Likelihood Functions and their Partials

This log-likelihood function is composed of three summation portions:

or

(7)

 

where:

For the purposes of MLE, left censored data will be considered to be intervals with

The solution of the maximum log-likelihood function is found by solving for (, ) so that:

 

See Also:
Appendix C: Distribution Log-Likelihood Equations


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