Fit distribution to probability plot
Is it possible to fit a Generalized Extreme Value distribution to a probability plot? I've got 31 annual highest values that I have plotted in a probabilty plot using >>probplot(a); and now I want a distribution fitted to the data Points. How can I do this? I've tried using gevfit to find the parameters for the distribution and i tried plotting gevpdf(a,0,107,399) in a probability plot but it didn't give me what I wanted, I just got this: but I want something looking like this:
Kshitij Singh answered .
2025-11-20
rng('default')
a = gevrnd(0,107,399,100,1);
Next we need to fit the parameters of the distribution:
Mdl = fitdist(a,'GeneralizedExtremeValue'); % Returns a PD object (Requires MATLAB later than 2009)
You can then calculate the ECDF: [f,x] = ecdf(a); % plot(x,f)
Then calculate the CDF implied by the fitted parameters:
y = cdf(Mdl,x); hold on plot(x,y) hold off
If you indeed wanted to look at a probability plot, you should know that by default probplot compares the data with a normal distribution. To change this, pass in the name of the distribution:
figure
probplot('extreme value',a)