MATLAB: How to get mu and sigma from data

brownian motion

I need to get mu and sigma from the data I have. But it needs to be mu and sigma from Brownian motion. How do I get a mu and sigma for Brownian motion only with data?

Best Answer

mu and sigma don't necessarily mean anything unless you describe what you actually want from your data. Based on the wiki article for Brownian Motion I can assume you mean standard deviation, sigma, and mean, mu, which are commonly used in describing normal distributions. From a dataset, X, you can use":

mu = mean(X);
sigma = std(X);

To determine the mu and sigma of the distribution.

Related Solutions

MATLAB: How to insert the mean in a plot

If you signal data is in vector y, say, then

ymean = mean(y);
ystddev = std(y);
yhi = ymean+ystdev;
ylo = ymean-ystdev;
xrange = [0 60]; % or whatever you want
plot(xrange, [ymean ymean],xrange,[ylo ylo], xrange, [yhi yhi])

MATLAB: Mu and sigma for every pixel

mu is the pixel value. sigma is zero.

mu = mean(rgbImage(row, column, colorChannel));  % Same as the pixel value.
sigma = std(rgbImage(row, column, colorChannel));  % This will be zero since it's just one value.

I never heard of evfit. You can reword your question if you didn't fully explain the situation the first time.

Best Answer

Related Solutions

MATLAB: How to insert the mean in a plot

MATLAB: Mu and sigma for every pixel

Related Question