Hello, I have a data set and I am trying to determine its probability distribution. It is from empirical data and I have no idea what distribution family it would have, let alone what parameters it would have. Is there a matlab function that can do that?
Sorry if this sounds like a silly question:
Is there an absolute requirement that you describe your data using a parametric distribution? If so why?
As an alternative, would something like the following suffice?
%% Generate some data X1 = 10 + 5 * randn(200, 1); X2 = 20 + 8 * randn(250 ,1); X = [X1; X2];
%% Fit a distribution using a kernel smoother myFit = fitdist(X, 'kernel')
%% Visualize the resulting fit index = linspace(min(X), max(X), 1000); plot(index, pdf(myFit, index))
%% Generate a set of 500 random numbers drawn from the distribution numbers = random(myFit, 500, 1); numbers(1:10)
%% Inspect the complete set of methods for myFit methods(myFit)
Not sure. I need to find the distribution of the sum of n independent identically distributed random variables with the same distribution. I haven't taken or used statistics in many years so I had tried to read up and found that different distributions sum random variables differently.
From my historam, it "looks" like a gamma distribution. Is there a relatively straightforward way to verify that?
Thanks very much.