Generates gamma distribution parameter estimates and confidence intervals.

Syntax

a, b, aCI, bCI = GammaFit(Points)

Arguments

Name

Description

Points

A vector of positive data points.

Outputs

Name

Description

a

Estimate of the shape parameter. A scalar. See Comments.

b

Estimate of the scale parameter. A scalar. See Comments.

aCI

95% confidence interval of the estimate of a. A two element row vector containing the lower and upper bounds of the confidence interval.

bCI

95% confidence interval of the estimate of b. A two element row vector containing the lower and upper bounds of the confidence interval.

Example

For a given data set, find a, b and the confidence intervals, assuming a gamma distribution.

Syntax

a, b, aCI, bCI = GammaFit(data)

Results

a is the maximum likelihood estimate of the shape parameter

b is the maximum likelihood estimate of the scale parameter

aCI is a two element vector containing the 95% confidence interval of a

bCI is a two element vector containing the 95% confidence interval of b

Comments

The form of distribution function is such that the mean is a*b.

See Also:

GammaCDF

GammaInvCDF

Probability Distributions