# how do I determine the probability distribution of data?

16 vues (au cours des 30 derniers jours)
Doug le 29 Mar 2012
Commenté : mechE le 6 Avr 2018
Hello, I have a data set and I am trying to determine its probability distribution. It is from empirical data and I have no idea what distribution family it would have, let alone what parameters it would have. Is there a matlab function that can do that?
##### 0 commentairesAfficher -2 commentaires plus anciensMasquer -2 commentaires plus anciens

Connectez-vous pour commenter.

### Réponses (2)

Richard Willey le 29 Mar 2012
Sorry if this sounds like a silly question:
Is there an absolute requirement that you describe your data using a parametric distribution? If so why?
As an alternative, would something like the following suffice?
%%Generate some data
X1 = 10 + 5 * randn(200, 1);
X2 = 20 + 8 * randn(250 ,1);
X = [X1; X2];
%%Fit a distribution using a kernel smoother
myFit = fitdist(X, 'kernel')
%%Visualize the resulting fit
index = linspace(min(X), max(X), 1000);
plot(index, pdf(myFit, index))
%%Generate a set of 500 random numbers drawn from the distribution
numbers = random(myFit, 500, 1);
numbers(1:10)
%%Inspect the complete set of methods for myFit
methods(myFit)
##### 4 commentairesAfficher 2 commentaires plus anciensMasquer 2 commentaires plus anciens
John le 13 Avr 2012
Hello Richard,
I am looking at your code. This is probably a silly question but what is it actually doing? Does it help you find the probability distribution of data?
I've commented in the rely below - but I don't know if you would get notified of it?
Thank you
John
Tom Lane le 13 Avr 2012
His example produces a nonparametric density estimate that should be flexible enough to adapt to your data. It doesn't produce a named parametric distribution (normal, Weibull, etc.).

Connectez-vous pour commenter.

Doug le 29 Mar 2012
Not sure. I need to find the distribution of the sum of n independent identically distributed random variables with the same distribution. I haven't taken or used statistics in many years so I had tried to read up and found that different distributions sum random variables differently.
From my historam, it "looks" like a gamma distribution. Is there a relatively straightforward way to verify that?
Thanks very much.
##### 5 commentairesAfficher 3 commentaires plus anciensMasquer 3 commentaires plus anciens
John le 13 Avr 2012
Hello,
I would also like to know if there is a way to determine the probability distribution of data. I would like to use an inbuilt function but it requires the distribution names and it also requires other input parameters such as shape and scale. It kinda hard to use the function if you don't have these inputs?
Thank you
mechE le 6 Avr 2018
If anyone has found the solution please mention here.

Connectez-vous pour commenter.

### Catégories

En savoir plus sur Piecewise Linear Distribution dans Help Center et File Exchange

### Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by