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Distfun >> Distfun > Gamma > distfun_gamfitmm

distfun_gamfitmm

Gamma parameter estimates with method of moments

Calling Sequence

parmhat = distfun_gamfitmm( data )

Parameters

data :

a matrix of doubles, the data, data>=0.

parmhat :

a 1-by-2 matrix of doubles, the parameters of the Gamma distribution. parmhat(1) is a, parmhat(2) is b.

Description

Estimates the parameters of the Gamma distribution with method of moments. In other words, finds the parameters so that the mean and variance of the distribution are equal to the empirical mean and empirical variance of the data.

The implementation is based on direct inversion of the moments.

Examples

// Samples from Gamma distribution with
// a=12 and b=42
data = [
547.53259
347.58207
539.14939
342.82908
508.80556
386.28445
420.16239
725.67277
409.08739
726.20491
]
parmhat = distfun_gamfitmm(data)
a=parmhat(1);
b=parmhat(2);
// Compare the (mean,variance) of the
// distribution against the data :
// must be equal.
[M,V]=distfun_gamstat(a,b)
M_data=mean(data)
V_data=variance(data)

Authors


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