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MATLAB Central - File Exchange Pick of the Week Finding the best distribution that fits the data
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http://blogs.mathworks.com/pick/2012/02/10/finding-the-best/
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2/26/2015
MATLAB Central - File Exchange Pick of the Week Finding the best distribution that fits the data
ans =
DistName: 'normal'
NLogL: 2.5148e+004
BIC: 5.0314e+004
AIC: 5.0300e+004
AICc: 5.0300e+004
ParamNames: {'mu' 'sigma'}
ParamDescription: {'location' 'scale'}
Params: [5.0093 2.9918]
Paramci: [2x2 double]
ParamCov: [2x2 double]
Support: [1x1 struct]
Notice that it found the normal distribution as the best fit and the parameters (mu and sigma) to be close to the actual.
mu
5.01
sigma
2.99
Comments
The function is very well documented with good examples. This is definitely a must-have for anyone doing statistical analysis of real-world data.
Give it a try and let us know what you think here (http://blogs.mathworks.com/pick/?p=3211#respond) or leave a comment
(http://www.mathworks.com/matlabcentral/fileexchange/34943#comments) for Mike.
Statistics Toolbox (http://www.mathworks.com/products/statistics/)
Neural Network Toolbox (http://www.mathworks.com/products/neural-network/)
System Identification Toolbox (http://www.mathworks.com/products/sysid/)
Get the MATLAB code
Published with MATLAB 7.13
These postings are the author's and don't necessarily represent the opinions of MathWorks.
http://blogs.mathworks.com/pick/2012/02/10/finding-the-best/
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