expfit (Statistics Toolbox)

Parameter estimates and confidence intervals for exponential data.

Syntax

muhat = expfit(x)
[muhat,muci] = expfit(x)
[muhat,muci] = expfit(x,alpha)

Description

muhat = expfit(x) returns the estimate of the parameter, µ, of the exponential distribution given the data, x.

[muhat,muci] = expfit(x) also returns the 95% confidence interval in muci.

[muhat,muci] = expfit(x,alpha) gives 100(1-alpha) percent confidence intervals. For example, alpha = 0.01 yields 99% confidence intervals.

Example

We generate 100 independent samples of exponential data with µ = 3. muhat is an estimate of true_mu and muci is a 99% confidence interval around
muhat. Notice that muci contains true_mu.

true_mu = 3;
[muhat,muci] = expfit(r,0.01)

muhat =

    2.8835

muci =

    2.1949
    3.6803