normfit
Normal parameter estimates
Syntax
[muhat,sigmahat] = normfit(data)
[muhat,sigmahat,muci,sigmaci] = normfit(data)
[muhat,sigmahat,muci,sigmaci] = normfit(data,alpha)
[...] = normfit(data,alpha,censoring)
[...] = normfit(data,alpha,censoring,freq)
[...] = normfit(data,alpha,censoring,freq,options)
Description
[muhat,sigmahat] = normfit(data)
returns an estimate of the mean μ in muhat
, and an estimate of the standard deviation σ in sigmahat
, of the normal distribution given the data in data
.
[muhat,sigmahat,muci,sigmaci] = normfit(data)
returns 95% confidence intervals for the parameter estimates on the mean and standard deviation in the arrays muci
and sigmaci
, respectively. The first row of muci
contains the lower bounds of the confidence intervals for μ the second row contains the upper bounds. The first row of sigmaci
contains the lower bounds of the confidence intervals for σ, and the second row contains the upper bounds.
[muhat,sigmahat,muci,sigmaci] = normfit(data,alpha)
returns 100(1 - alpha
) % confidence intervals for the parameter estimates, where alpha
is a value in the range [0 1]
specifying the width of the confidence intervals. By default, alpha
is 0.05
, which corresponds to 95% confidence intervals.
[...] = normfit(data,alpha,censoring)
accepts a Boolean vector, censoring
, of the same size as data
, which is 1
for observations that are right-censored and 0
for observations that are observed exactly. data
must be a vector in order to pass in the argument censoring
.
[...] = normfit(data,alpha,censoring,freq)
accepts a frequency vector, freq
, of the same size as data
. Typically, freq
contains integer frequencies for the corresponding elements in data
, but can contain any nonnegative values. Pass in []
for alpha
, censoring
, or freq
to use their default values.
[...] = normfit(data,alpha,censoring,freq,options)
accepts a structure, options
, that specifies control parameters for the iterative algorithm the function uses to compute maximum likelihood estimates when there is censoring. The normal fit function accepts an options
structure which you can create using the function statset
. Enter statset('normfit')
to see the names and default values of the parameters that normfit
accepts in theoptions
structure. See the reference page for statset
for more information about these options.
-
Note: With no censoring,
normfit
computesmuhat
using the sample mean andsigmahat
using the square root of the unbiased estimator of the variance. With censoring, bothmuhat
andsigmahat
are the maximum likelihood estimates.
Examples
In this example the data is a two-column random normal matrix. Both columns have µ = 10 and σ = 2. Note that the confidence intervals below contain the "true values."
data = normrnd(10,2,100,2);
[mu,sigma,muci,sigmaci] = normfit(data)
mu =
10.1455 10.0527
sigma =
1.9072 2.1256
muci =
9.7652 9.6288
10.5258 10.4766
sigmaci =
1.6745 1.8663
2.2155 2.4693