MATLAB: How do you fit a gamma distribution

gamma distributionrandom data pdf fitting

Hi There
How do you fit a gamma distribution to random data while fixing one of the gamma distribution parameters? Lets say we fix the shaping factor k for example and try to find the scaling factor Thetha of the gamma pdf? How is this done in Matlab?

Best Answer

Expanding on what Wayne wrote, you can supply your fixed-parameter version of the gamma distribution to the mle function. Try this:
x = gamrnd(1.1,100,100,1);
ab = gamfit(x)                                 % fit a and b
b = mle(x,'pdf',@(x,b)gampdf(x,1,b),'start',1) % fix a=1
% compare the empirical distribution and two fits
ecdf(x);
xx = linspace(0,max(x));
line(xx,gamcdf(xx,ab(1),ab(2)),'color','r')
line(xx,gamcdf(xx,1,b),'color','c')
Related Question