Fitting Distributions to data from a Monte Carlo Simulation

Hi all,

I have a question related to statistical sampling. I have seen that 'Allfitdist' (<allfitdist>) helps to test the fit of different distributions for a defined set of data, but is there a tool that evaluate selected distribution fits (like 'Allfitdist'), but also chooses an optimal fit and quotes the goodness of fit (might sound like too much..xD)? Would really appreciate any help.

Answer 1

[Ameer Hamza]

See fitdist(): https://www.mathworks.com/help/releases/R2020a/stats/fitdist.html. It allows to choose from a list of distribution. Also check mle(): https://www.mathworks.com/help/releases/R2020a/stats/mle.html

[Minas Emiris]

Thanks Amir, helpful!

[Ameer Hamza]

I am glad to be of help.