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I have a data set that i want find which distribution is fit to it. How can I check difference distributions on this database? Is any code or automatic code for do that in MATLAB?

Thanks.

Eghbal
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    Disagree with the duplicate. I think the OP wants to try and figure out the best distribution for the data, not just check to see if it fits a Gaussian. – rayryeng Aug 29 '14 at 06:11

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I think what you're looking for is called the Bayesian Information Criterion or BIC. Check it out on Wikipedia... Then pick several distributions, calculate the BIC for each distribution with your data, and finally see which one has the best BIC.

Although I make this out to be a simple problem, it actually isn't. For many distributions calculating the BIC requires numerical optimization over the parameters of the distribution. However for some distributions Matlab can calculate the Maximum Likelihood Estimator (MLE) for you automatically, which is part of what you'll need for the BIC.

dusty_keyboard
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