MATLAB: How to fit bivariate probability distribution functions to sample data

Question

I am trying to fit bivariate pdfs to 2-D sample data. I would like to know if there are any functions available in MATLAB, to do this.

Answer 1

If you know the distribution type for the sample data, you can fit the sample with a PDF by getting a Maximum Likelihood Estimate of the parameters of the distribution. For specific distribution types, like Gaussian, the Statistics Toolbox has built-in functions that do the parameter estimation.

Another way to fit PDFs to 2-dimensional data is using the COPULAFIT functions which will fit a Copula. The documentation page on 'Multivariate Modeling' has examples on fitting Gaussian PDF's and Copulas to sample data. Here is a link to the page:

http://www.mathworks.com/help/releases/R2008a/toolbox/stats/brklrj3.html