histfit (histogram and normal function)
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Good afternoon,
I have an histogram with data which I think it is not normal and I want to draw the normal density probability function over my histogram but the function I know 'histfit' uses normal data. Is there other functions which allow you to draw this curve with non normal data? or have I to convert my data to normal data? Thank you very much
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Wayne King
2012-1-19
Hi Silvia, You're correct. There are a number of ways you can assess fit. For example, you can use kstest() with a specified probability distribution to construct a hypothesis test.
PD = ProbDistUnivParam('gamma',[1/2 2]); %chisquare 1 dof
x = chi2rnd(1,100,1);
[h,p] = kstest(x,PD);
You can use fitdist() to estimate the parameters of the distribution from your data.
In this case:
Pd = fitdist(x,'gamma');
To know which distribution is "best". Well that's tougher. I mean often you have a model for your data which indicates which is probably the right family. Other times it's more empirical, you're looking at histograms or estimates of the probablity density, see ksdensity(), and then based on that you can select a model.
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Wayne King
2012-1-19
Hi Silvia, histfit() with the 'normal' option does not use data which follows a Gaussian distribution, it uses the data you give it. If your data is non-Gaussian than the overlying fitted normal density will clearly not do a good job approximating your data histogram. For example:
x = chi2rnd(2,100,1);
histfit(x,[],'normal')
Note that in this case:
histfit(x,[],'gamma');
Does a much better job (of course).
Is this what you're asking?
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Brian Wilson
2012-1-19
Hi Silvia,
if you have the statistics toolbox there are a bunch of helpful functions.
Try normplot and it plots the sorted data against the normal distribution CDF. The helpful feature here is that the scale is nonlinear so that the CDF looks like a straight line. you can then look to see how well your data fits the straight line.
There is also normfit with a bunch of metrics. Take a look at the documentation.
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