Fit user defined probability distribution to data
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I have some data and i need to find the parameters of the 
probability distribution that yield the best fit. This distribution was originaly presented in https://ieeexplore.ieee.org/abstract/document/4067122?casa_token=-fIf6vgyZbAAAAAA:Msq9X2ymWRCYIYBpgOAJ_CmU_N8u-9r0N8WbATqe5Hwt_BZxL_CGCZ9wBFsJZjCo6Jlqmbcx. The PDF equation that i need to use is given as 
, 
stands for the gamma function. I have read the documentation in https://www.mathworks.com/help/stats/work-with-custom-distributions-using-the-distribution-fitting-tool.html#d122e13506 , but i can not see an apparent way i could use this for my problem. My question are. Can i use the Distribution Fitter App for my case or any of the relevant functions? Is generally a way to implement this in matlab?
probability distribution that yield the best fit. This distribution was originaly presented in https://ieeexplore.ieee.org/abstract/document/4067122?casa_token=-fIf6vgyZbAAAAAA:Msq9X2ymWRCYIYBpgOAJ_CmU_N8u-9r0N8WbATqe5Hwt_BZxL_CGCZ9wBFsJZjCo6Jlqmbcx. The PDF equation that i need to use is given as , stands for the gamma function. I have read the documentation in https://www.mathworks.com/help/stats/work-with-custom-distributions-using-the-distribution-fitting-tool.html#d122e13506 , but i can not see an apparent way i could use this for my problem. My question are. Can i use the Distribution Fitter App for my case or any of the relevant functions? Is generally a way to implement this in matlab?1 Comment
Jeff Miller
on 13 Nov 2020
Edited: Jeff Miller
on 13 Nov 2020
Since you have the PDF, if all else fails you can use fminsearch to find the parameter values that maximize the likelihood of your observed data.
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on 13 Nov 2020
on 13 Nov 2020
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