Probability distribution

Dear Everybody,

I have searched many places yet I cannot find a solution. I am looking to fit the probability distributions (Variance gamma, CGMY and NIG) to my data. Does anybody know or have the code on how this can be achieved?

Kindest regards,

[Alexandra R]

Hello,

Did u find the answer? I'm very beginner in matlab programming and I try to do something similar for my dissertation paper.

Any suggestions where I can found a code?

Thank you very much! Alexandra

Answer 1

[Image Analyst]

Check this out:

http://www.mathworks.com/products/statistics/description6.html

Statistics Toolbox provides functions and graphical tools to work with parametric and nonparametric probability distributions. With these tools, you can:

      Fit distributions to data.
      Use statistical plots to evaluate goodness of fit.
      Compute key functions such as probability density functions and cumulative distribution functions.

If you want, you can ask for a 30 day trial version of the Statistics Toolbox and then ask the Mathworks help desk for help with your specific problem and data.