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Fitting Data on Various Distributions (MLE Estimation)

Asked by Tommaso Belluzzo on 3 May 2017
I need to test my data against many different distributions in order to detect the one that fist the best (AD or KS goodness of fit test). Fitting on supported distributions is easy (fitdist, mle, etc...), but I also have to work with distributions whose fit has not yet been implemented on Matlab. To be specific, I need to perform my test against the following ones:
  • F Distribution
  • Cauchy
  • Pareto (ordinary, not generalized)
  • Chi Squared
  • G-and-H
Any help is more than welcome (links to existing implementations, suggestions, papers, etc...).
Thanks!

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