Is there a way to do a multi normal distribution fitting in Matlab?

I have a set of data with multi normal distribution. How can I do a distribution fitting in matlab to identify the mean and sigma for each one? Please see an example in JMP in the picture. Thank you so much for the help!

Answer 1

[Jeff Miller]

The sigma isn't really off. GMModel.Sigma is variance = sigma^2

[Yan Guan]

Oh great! Now everything looks right! Thank you so much!

Answer 2

[Jeff Miller]

See fitgmdist

[Yan Guan]

Thank you for the answer. I was trying to use this for the fitting. Below are the commands I have tried.

%create a 2 component, 1 variable distribution
mu1 = -5;
mu2 = 2;
sigma1 = 1;
sigma2 = 0.5;
X = [normrnd(mu1,sigma1,[1000,1]);normrnd(mu2,sigma2,[1000,1])];
% use fitgmdist for the fitting
GMModel = fitgmdist(X,2);
% check the fitting result: mu and sigma
GMModel.mu
GMModel.Sigma

MModel.mu

ans =

1.9923

-5.0686

GMModel.Sigma

ans(:,:,1) =

0.2436

ans(:,:,2) =

1.0688

The result for the mu looks right, but the Sigma is off. I tried to understand why there is the difference. Really appreciate if anyone can help!