gamfit
Gamma parameter estimates
Syntax
phat = gamfit(data)
[phat,pci] = gamfit(data)
[phat,pci] = gamfit(data,alpha)
[...] = gamfit(data,alpha,censoring,freq,options)
Description
phat = gamfit(data)
returns the maximum likelihood estimates (MLEs) for the parameters of the gamma distribution given the data in vectordata
.
[phat,pci] = gamfit(data)
returns MLEs and 95% percent confidence intervals. The first row ofpci
is the lower bound of the confidence intervals; the last row is the upper bound.
[phat,pci] = gamfit(data,alpha)
returns100(1 - alpha)
% confidence intervals. For example,alpha
=0.01
yields 99% confidence intervals.
[...] = gamfit(data,alpha,censoring)
accepts a Boolean vector of the same size asdata
that is 1 for observations that are right-censored and 0 for observations that are observed exactly.
[...] = gamfit(data,alpha,censoring,freq)
accepts a frequency vector of the same size asdata
.freq
typically contains integer frequencies for the corresponding elements indata
, but may contain any nonnegative values.
[...] = gamfit(data,alpha,censoring,freq,options)
accepts a structure,options
,指定iterat控制参数ive algorithm the function uses to compute maximum likelihood estimates. The gamma fit function accepts anoptions
structure which can be created using the functionstatset
. Enterstatset('gamfit')
to see the names and default values of the parameters thatgamfit
accepts in theoptions
structure.
Examples
Fit a gamma distribution to random data generated from a specified gamma distribution:
a = 2; b = 4; data = gamrnd(a,b,100,1); [p,ci] = gamfit(data) p = 2.1990 3.7426 ci = 1.6840 2.8298 2.7141 4.6554
References
[1] Hahn, Gerald J., and S. S. Shapiro.Statistical Models in Engineering. Hoboken, NJ: John Wiley & Sons, Inc., 1994, p. 88.