Hi, can anyone tell what am I doing wrong in this or give the correct code to find confidence interval for Gamma function?
Here's the code that I wrote
a = 2; b = 4;
r = gamrnd(a,b,100,1);
[p,ci] = gamfit(r);

답변 (2개)

Star Strider
Star Strider 2019년 4월 29일
편집: Star Strider 2019년 4월 29일

0 개 추천

That code runs for me without error.
Is there a problem?
EDIT —
The confidence intervals are for the parameters.
John D'Errico
John D'Errico 2019년 4월 29일
편집: John D'Errico 2019년 4월 29일

0 개 추천

Do you seriously expect to recover the exact values of those parameters? With only 100 samples, the CI are pretty wide.
[p,ci] = gamfit(r)
p =
2.1896399976245 3.4111990831996
ci =
1.69026534773641 2.55050801547712
2.83655067863624 4.56233782235144
Now, try it again, but with a larger sample size.
r = gamrnd(a,b,10000,1);
>> [p,ci] = gamfit(r)
p =
1.97058207162021 4.11621427675147
ci =
1.92055036089918 3.9975075019774
2.02191714419451 4.23844607264689
It seems to be working fine. The parameters are converging to the original values. Small sample sizes are always going to be a limitation of any such parameter estimation. Remember, the gamma distribution chosen is one that is skewed.
fplot(@(x) gampdf(a,b,x))
untitled.jpg

질문:

2019년 4월 29일

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2019년 4월 29일

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