How do you fit a gamma distribution?

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Bhekisizwe - 2022-04-11T10:57:42+00:00
Question: How do you fit a gamma distribution?

Hi There How do you fit a gamma distribution to random data while fixing one of the gamma distribution parameters? Lets say we fix the shaping factor k for example and try to find the scaling factor Thetha of the gamma pdf? How is this done in Matlab?  

Expert Answer

Profile picture of Kshitij Singh Kshitij Singh answered . 2025-11-20

Expanding on what Wayne wrote, you can supply your fixed-parameter version of the gamma distribution to the mle function. Try this:

 

x = gamrnd(1.1,100,100,1);
ab = gamfit(x)                                 % fit a and b
b = mle(x,'pdf',@(x,b)gampdf(x,1,b),'start',1) % fix a=1

% compare the empirical distribution and two fits
ecdf(x);
xx = linspace(0,max(x));
line(xx,gamcdf(xx,ab(1),ab(2)),'color','r')
line(xx,gamcdf(xx,1,b),'color','c')

 


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