Chi-Squared Distribution Fitting

Hi,

I'd like to do a histogram fitting of a chi-squared distribution.

What is the best to do it in Matlab? As Matlab doesn't support Chi-squared distribution in the histfit function.

Thank you in advance for the help.

Answer 1

[Star Strider]

It doesn’t because fitting the chi-square distribution is generally not recommended. The chi-square distribution is used to describe the distribution of parameters, not data. At least that’s how I understand it.

However if you must, this comes close:

V = 10;                                             % Create Data
R = chi2rnd(V, 1, 100);                             % Create Data
X = histcounts(R,20);                               % Create Data

RNCF = @(v) norm(X - chi2pdf((1:length(X)),v));     % Residual Norm Cost Function
Ve = fminsearch(RNCF, rand);                        % Extimate Parameter

figure(1)
bar((1:length(X)), X/sum(X))
hold on
plot((1:length(X)), chi2pdf((1:length(X)),Ve), '-r')
hold off

Experiment to get the result you want.

[Magdy Ismail]

Are you sure we can't use fitting on Chi chart on a 1000 random numbers for example??