Newsgroups: sci.image.processing
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From: e_meier@unibw-hamburg.de (Wilhelm Meier)
Subject: ML estimation of chi-square pdf
Message-ID: <E_MEIER.94Nov23072000@siegen.unibw-hamburg.de>
Sender: news@unibw-hamburg.de
Reply-To: e_meier@unibw-hamburg.de
Organization: University of the Federal Armed Forces, Hamburg
Date: Wed, 23 Nov 1994 06:20:00 GMT
Lines: 28


Does someone know, what the Maximum-Likelihood estimation of the 
Degrees-of-Freedom parameter of a chi-square pdf looks like ?

In a first try I got the following equation, which gives the 
DoF-parameter v in an implicit way:

Psi(v/2) = 1/N * Sum_i[ ln(xi/2) ];  i=1...N

with Psi(v) = d/dv ln(gamma(v))
	 v  = Number of DoF of pdf
         N  = Number of data samples

What I'm looking for is an explicit ML-estimate. So, what is the
inverse of the Psi-Function ?

Thanks in advance - please mail directly !
Wilhelm
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Dipl.-Ing. Wilhelm Meier	Phone:	(49)(0)40 / 65412524
UniBwH, FB ET			FAX:	(49)(0)40 / 65412822
Holstenhofweg 85		email:	e_meier@unibw-hamburg.de
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