gamfit (Statistics Toolbox)

Parameter estimates and confidence intervals for gamma distributed data

Syntax

phat = gamfit(x)
[phat,pci] = gamfit(x)
[phat,pci] = gamfit(x,alpha)

Description

phat = gamfit(x) returns the maximum likelihood estimates (MLEs) for the parameters of the gamma distribution given the data in vector x.

[phat,pci] = gamfit(x) returns MLEs and 95% percent confidence intervals. The first row of pci is the lower bound of the confidence intervals; the last row is the upper bound.

[phat,pci] = gamfit(x,alpha) returns 100(1-alpha)% confidence intervals. For example, alpha = 0.01 yields 99% confidence intervals.

Example

Note that the 95% confidence intervals in the example below bracket the true parameter values of 2 and 4.

a = 2; b = 4;
r = gamrnd(a,b,100,1);
[p,ci] = gamfit(r)
p =
    2.1990    3.7426
ci =
    1.6840    2.8298
    2.7141    4.6554

Reference

[1] Hahn, G. J. and S.S. Shapiro. Statistical Models in Engineering. John Wiley & Sons, New York. 1994. p. 88.

gamcdf gaminv