Anton asked . 2022-05-04

What are the vectors in fitdist command window output?

In the command window output when using fitdist there are vectors in connection to the parameter values that look like they might contain confidence intervals (a vector containing two values for each parameter). However they are not mentioned at all in the documentation for fitdist and when I look among the properties for the created probability distribution they are nowhere to be found. What are they? They need to be mentioned in the documentation.
For example, refer to MATLABs own example code for using fitdist (run following line in MATLAB command window):
openExample('stats/FitaNormalDistributiontoDataExample')

AI, Data Science, and Statistics , Statistics and Machine Learning Toolbox , fitdist , missing doc

Expert Answer

John Michell answered . 2024-04-13 16:12:30

Your interpretation is correct. It is necessary to go ‘diving’ into the related documentation that (through prob.NormalDistribution (link)) eventually leads to the prob.ToolboxFittableParametricDistribution (link) that lists the relevant functions to get the necessary information as scalars and matrices, and to use elsewhere in your code.
Example
 
load hospital
x = hospital.Weight;
pd = fitdist(x,'Normal')

pd_mean = mean(pd)                          % Function References
pd_std = std(pd)
pd_ci = paramci(pd)

pd_mean = pd.mean                           % Structure References
pd_std = pd.std
pd_ci = pd.paramci

The information is inconveniently buried in the documentation, but it is all available. Additional documentation, including that necessary to change the confidence interval probabilities from the default 95%, is available in the paramci page.


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