Hello,
I would like to know the accuracy level of the allfitdist Matlab function for fitting appropriate statistical distributions considering various data types, and scales. My tests of this function show inaccurate selection of popularly used distributions for specific data types/values!
I performed the following test using the allfitdist, fitmethis, and fitdist function using the same statistical toolbox. The results are as follows:
>> data1 = normrnd(5,3,1000,1);
>> data2 = gamrnd(5,0.5,1000,1);
>> x = data1+data2;
>> [D PD] = allfitdist(x); D(1)
>> F= fitmethis(x);
>> pd = fitdist(x,'Normal')
Results of allfitdist: DistName: 'normal'; Params: [7.3265 3.1743]
Results of fitmethis: name: 'normal'; par: [7.4077 3.1510]
Results of the fitdist: mu = 7.51921; sigma = 3.27417
As shown, both allfitdist, and fitmethis found the same best fit; however, the parameters are not the same. In addition, the fitdist results in another set of parameters. Can anyone explain this issue?
They are available within the statistical toolbox of the matlab. You may also search the mathwork's file exchange for more functions.
- Badges
- Science topic
- Similar topics
- Medicine
- Physiology
- Biosignals
- Biomedical Signal Processing
- Statistical Analysis