This is caused by the way the function 'coefci' and 'paramci' have to be invoked.
These are method of classes in the Statistics and Machine Learning Toolbox. That is why the functions can only be used, when a correct object was declared and used as the input.
Please read through the documentation on how to work with these objects:
You could also directly try to read through the help by using the following command on the 'paramci' method:
>> help prob.normaldistribution.paramci
Here you can see how MATLAB searches for functions:
