MATLAB: How to determine the parameters of statistical distributions

distributionsrayleighstatisticsweibull

Hey, I have a dataset which consist of hourly wind speed points. I would like to know ho to use the "mle" command to determine the estimates for the parameters of a weibull, rayleigh, gamma and chi-square distribution?

Best Answer

Use the Statistics and Machine Learning Toolbox fitdist (link) function.

Related Solutions

MATLAB: How to check whether the distribution of the data is a right/left skewed normal distribution using kolmogorov-smirnov test

If your data points were positive, they would look like Gamma or Chi-square distribution. Type distributionFitter in the command window and to open the distribution fitter app. There you will have options to easily fit multiple distributions and find the right one.

MATLAB: Log likelihood for each distributions.

It's not clear to me what fails to match with what. These match:

>> x = -5*log(rand(100,1));
>> pd = fitdist(x,'weibull');
>> format compact
>> negloglik(pd)
ans =
  267.1545
>> sum(-log(pdf(pd,x)))
ans =
  267.1545
>> wbllike(pd.ParameterValues,x)
ans =
  267.1545

Best Answer

Related Solutions

MATLAB: How to check whether the distribution of the data is a right/left skewed normal distribution using kolmogorov-smirnov test

MATLAB: Log likelihood for each distributions.

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