Curve Fitting for Gen Normal Distribution (version 1 & 2)

Hello!

I have been on the search for MATLAB code which estimates the parameters for the General Normal Distribution (version 1 & 2) with confidence intervals for each of the parameters.

I have searched for a viable solution for some time but have not found any.

Any help would be greatly appreciated!

Thank you!

Answer 1

[Image Analyst]

Did you try fitdist() in the Statistics and Machine Learning Toolbox? Or simply mean() and var()?

[dsmalenb]

I did look at fitdist() in the 2015b version but with no luck. I have followed the same approach for multiple distributions (this one is one of the last I am looking for) but to no avail.

[Image Analyst]

Why not? What went wrong? It's pretty simple. How about just doing

theMean = mean(yourData(:));
theVar = var(yourData(:));

That defines the Gaussian parameters. What more do you need?

[dsmalenb]

That is not quite what you need for the general version. See link: https://en.wikipedia.org/wiki/Generalized_normal_distribution