How to calculate the skewness and kurtosis from MATLAB gaussian mixture model function---fitgmdist ?

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Yihan Ma 2019-5-15

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评论： Yihan Ma 2019-5-16

If I have a 1 dimension sequence, I could use the fitgmdist function to extract the means and sigmas of several distribution from this sequence. That is, I could collect several mean value and sigma value to represent this 1 dimension sequence.

But I still want to know, if this MATLAB function fitgmdist could extract the mean and sigma, whether it extract the skewness and kurtosis as well?

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Answer 1

Jeff Miller 2019-5-16

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The gaussians in the mixture have different means and sigmas, but since they are gaussians they all have the same skewness (0) and kurtosis (3). So, there is no need to extract these values for the different gaussians in the mixture.