Normal parameter estimates
[___] = normfit(
specifies whether each value in x
,alpha
,censoring
)x
is right-censored or not.
Use the logical vector censoring
in which 1 indicates
observations that are right-censored and 0 indicates observations that are fully
observed. With censoring, muHat
and
sigmaHat
are the maximum likelihood estimates
(MLEs).
To compute the confidence intervals, normfit
uses the exact
method for uncensored data and the Wald method for censored data. The exact method
provides exact coverage for uncensored samples based on t and
chi-square distributions.
normfit
is a function specific to normal distribution.
Statistics and Machine Learning Toolbox™ also offers the generic functions mle
, fitdist
, and paramci
and the Distribution Fitter app, which support various
probability distributions.
mle
returns MLEs and the
confidence intervals of MLEs for the parameters of various probability
distributions. You can specify the probability distribution name or a custom
probability density function.
Create a NormalDistribution
probability
distribution object by fitting the distribution to data using the fitdist
function or the Distribution Fitter app. The object
properties mu
and sigma
store the parameter estimates. To obtain the
confidence intervals for the parameter estimates, pass the object to
paramci
.
[1] Evans, M., N. Hastings, and B. Peacock. Statistical Distributions. 2nd ed. Hoboken, NJ: John Wiley & Sons, Inc., 1993.
[2] Lawless, J. F. Statistical Models and Methods for Lifetime Data. Hoboken, NJ: Wiley-Interscience, 1982.
[3] Meeker, W. Q., and L. A. Escobar. Statistical Methods for Reliability Data. Hoboken, NJ: John Wiley & Sons, Inc., 1998.
Distribution Fitter | fitdist
| mle
| NormalDistribution
| normcdf
| norminv
| normlike
| paramci
| statset