I have imported data (mat is the name, 1x100 dimensional vector)and written a likelihood function for normal distribution.

f[miu_, sigma_] := -1/2 Log[2 Pi sigma] - (mat - miu)^2/(2 sigma^2)
Minimize[{Total[f[miu, sigma]] && miu ≥ 1 && sigma ≥ 1}, {miu, sigma}]

However this gives me error

NMinimize::nnum: Function value False at{miu, sigma} = {-0.936293, 0.280416}is not a number

Can anyone tell me what I am doing wrong?

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    – bbgodfrey
    Commented Apr 10, 2015 at 2:51
  • $\begingroup$ If this error occurs with a shorter vector, please provide it, so that readers can reproduce your problem. $\endgroup$
    – bbgodfrey
    Commented Apr 10, 2015 at 2:54
  • $\begingroup$ You are giving a Boolean expression in the place of an objective function. The error message kind of makes that clear.. $\endgroup$ Commented Apr 10, 2015 at 15:21

1 Answer 1

mat = RandomVariate[NormalDistribution[2, 6], 200];
f[miu_, sigma_] := -1/2 Log[2 Pi sigma] - (mat - miu)^2/(2 sigma^2) // N // Total;
NMaximize[{f[miu, sigma], 1 <= miu <= 5 && 1 <= sigma <= 5}, 
           {miu, sigma}, Method -> "NelderMead"]

(* {-502.338, {miu -> 2.01306, sigma -> 5.}} *)

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