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Chi-Squared Distribution Fitting

Asked by Pedro Oliveira on 28 Dec 2017
Latest activity Answered by Star Strider
on 28 Dec 2017
Hi,
I'd like to do a histogram fitting of a chi-squared distribution.
What is the best to do it in Matlab? As Matlab doesn't support Chi-squared distribution in the histfit function.
Thank you in advance for the help.

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1 Answer

Answer by Star Strider
on 28 Dec 2017

It doesn’t because fitting the chi-square distribution is generally not recommended. The chi-square distribution is used to describe the distribution of parameters, not data. At least that’s how I understand it.
However if you must, this comes close:
V = 10; % Create Data
R = chi2rnd(V, 1, 100); % Create Data
X = histcounts(R,20); % Create Data
RNCF = @(v) norm(X - chi2pdf((1:length(X)),v)); % Residual Norm Cost Function
Ve = fminsearch(RNCF, rand); % Extimate Parameter
figure(1)
bar((1:length(X)), X/sum(X))
hold on
plot((1:length(X)), chi2pdf((1:length(X)),Ve), '-r')
hold off
Experiment to get the result you want.

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