MATLAB: Probability distribution fitting from given data

goodness of fitprobability distribution

I want to fit my data to a specific probability distribution, such as logistic distribution, t-distribution or another distribution.

In case of command 'chi2gof', I can use it when my data is similar to a normal distribution.

But I don't know what distribution my data follow. Is there an option to determine what distribution my data fits in this situation?

Best Answer

If you don't have it already, I suggest looking into the statistics and machine learning toolbox. There is the excellent Find the Best Distribution community made tool, but it needs the toolbox to run. It is easy and visual to find the best distribution to describe your data then.

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MATLAB: Probability distribution

If you have a univariate data then you can test it for normality using Anderson-Daarling test [1] or Kolmogorv-Smirnov test [2].

[1] http://www.mathworks.com/matlabcentral/fileexchange/14807-andartest ... you will have to modify the code slightly to get the p-value

[2] implemented as 'kstest' function in Statistics Toolbox

Unfortunately, I am not familiar with other tests to see if the data was drawn from other types of distributions ...

MATLAB: Isa probability distribution

By using

 >> whos

I was able to determine that x's class is a "prob.ToolboxFittableParametricDistribution" object, such that

 for i=1:3
   isa(x(i),'prob.ToolboxFittableParametricDistribution')
 end

returns true for all three x's.

Best Answer

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MATLAB: Probability distribution

MATLAB: Isa probability distribution

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