Fit user defined probability distribution to data
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I have some data and i need to find the parameters of the 
probability distribution that yield the best fit. This distribution was originaly presented in https://ieeexplore.ieee.org/abstract/document/4067122?casa_token=-fIf6vgyZbAAAAAA:Msq9X2ymWRCYIYBpgOAJ_CmU_N8u-9r0N8WbATqe5Hwt_BZxL_CGCZ9wBFsJZjCo6Jlqmbcx. The PDF equation that i need to use is given as 
, 
stands for the gamma function. I have read the documentation in https://www.mathworks.com/help/stats/work-with-custom-distributions-using-the-distribution-fitting-tool.html#d122e13506 , but i can not see an apparent way i could use this for my problem. My question are. Can i use the Distribution Fitter App for my case or any of the relevant functions? Is generally a way to implement this in matlab?
probability distribution that yield the best fit. This distribution was originaly presented in https://ieeexplore.ieee.org/abstract/document/4067122?casa_token=-fIf6vgyZbAAAAAA:Msq9X2ymWRCYIYBpgOAJ_CmU_N8u-9r0N8WbATqe5Hwt_BZxL_CGCZ9wBFsJZjCo6Jlqmbcx. The PDF equation that i need to use is given as , stands for the gamma function. I have read the documentation in https://www.mathworks.com/help/stats/work-with-custom-distributions-using-the-distribution-fitting-tool.html#d122e13506 , but i can not see an apparent way i could use this for my problem. My question are. Can i use the Distribution Fitter App for my case or any of the relevant functions? Is generally a way to implement this in matlab?1 个评论
Jeff Miller
2020-11-13
编辑：Jeff Miller
2020-11-13
Since you have the PDF, if all else fails you can use fminsearch to find the parameter values that maximize the likelihood of your observed data.
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2020-11-13
2020-11-13
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