Default command for fitting of distributions like gamma

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I wanted to fit gamma and other distributions other than normal to a
given data. but i found that the inbuilt chi2gof function only fits
normal distribution. Is there any other command that might help me??
I found histfit effective while considering the graphical
representation and found it quite effective. But this function does
not give any measure of degree of good fitting.
Please help
0
Reply Kumaresh 6/10/2010 5:01:33 AM

On 6/10/2010 1:01 AM, Kumaresh Dhara wrote:
> I wanted to fit gamma and other distributions other than normal to a
> given data. but i found that the inbuilt chi2gof function only fits
> normal distribution.

Kumeresh, that's not correct for two reasons:

1) CHI2GOF supports _any distribution, it's simply that normal is the 
default.  The reference page

 
<http://www.mathworks.de/access/helpdesk/help/toolbox/stats/chi2gof.html>

in the current documentation says, "The null distribution can be changed 
from a normal distribution to an arbitrary discrete or continuous 
distribution. See the syntax for specifying optional argument name/value 
pairs below."  and then goes on to describe how you specify a non-normal 
null distribution using either a CDF or expected bin counts.  There are 
examples of both.

2) CHI2GOF doesn't fit a distribution, it compares observed bin counts 
to expected bin counts, and computes a goodness of fit statistic that 
describes how closely the two match up.

If you want to fit a distribution, you should look at the MLE function, 
or any one of the functions such as GAMFIT, POISSFIT, etc., that fit 
specific distributions.

Hope this helps.
0
Reply Peter 6/10/2010 12:27:49 PM


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