normfit (Statistics Toolbox)

Parameter estimates and confidence intervals for normal data.

Syntax

[muhat,sigmahat,muci,sigmaci] = normfit(X)
[muhat,sigmahat,muci,sigmaci] = normfit(X,alpha)

Description

[muhat,sigmahat,muci,sigmaci] = normfit(X) returns estimates, muhat and sigmahat, of the parameters, µ and

, of the normal distribution given the matrix of data, X. muci and sigmaci are 95% confidence intervals. muci and sigmaci have two rows and as many columns as the data matrix, X. The top row is the lower bound of the confidence interval and the bottom row is the upper bound.

[muhat,sigmahat,muci,sigmaci] = normfit(X,alpha) gives estimates and 100(1-alpha) percent confidence intervals. For example, alpha = 0.01 gives 99% confidence intervals.

Example

In this example the data is a two-column random normal matrix. Both columns have µ = 10 and

= 2. Note that the confidence intervals below contain the "true values."

r = normrnd(10,2,100,2);
[mu,sigma,muci,sigmaci] = normfit(r)

mu =
   10.1455   10.0527

sigma =
    1.9072    2.1256

muci =
    9.7652    9.6288
   10.5258   10.4766

sigmaci =
    1.6745    1.8663
    2.2155    2.4693