MATLAB Calculate Gaussian of Best Fit in Matlab

  • Thread starter Thread starter chapter
  • Start date Start date
  • Tags Tags
    Fit Gaussian
AI Thread Summary
The discussion centers on fitting a Gaussian distribution to a set of data represented in an x-y plot using MATLAB, specifically focusing on the right-hand side of the Gaussian. The user is struggling with the least squares method due to its complexity and is seeking guidance on how to achieve a best fit. Key points include the importance of calculating the mean and variance of the data, with clarification on the difference between sample variance and population variance. The user emphasizes that their data only covers the positive side of the distribution and resembles a Gaussian shape, but they are looking for a general best fit. Some participants suggest that the data may not be well-suited for a Gaussian fit and recommend considering alternative distributions, such as the Weibull distribution, which is strictly positive. The user expresses the need to plot numerous graphs for their thesis, despite having limited data points due to constraints in radar separations.
chapter
Messages
5
Reaction score
0
Hello, I have a set of data on an x-y plot in Matlab and I'm trying to calculate the Gaussian distribution of best fit, I only want the right hand side of the Gaussian. I tried applying the least squares method but it gets messy. can you help me?
 
Physics news on Phys.org
I am not sure about the one-sided business. However, usually to get a best fit Gaussian, compute the mean and variance of the data and use a Gaussian with those quantities.
 
Hey chapter and welcome to the forums.

I'm curious about this one-sided thing and in some circumstances, this may not be a good idea. Can you tell us the context of your problem and what you are trying to do overall?
 
mathman said:
I am not sure about the one-sided business. However, usually to get a best fit Gaussian, compute the mean and variance of the data and use a Gaussian with those quantities.
Just to clarify, there's a difference between the variance of the data and the estimated variance of the population. To get the variance of the data (just as a collection of numbers), you divide the sum square (value-mean) by N, the number of datapoints. To get the unbiased estimate of the variance of the population you divide by N-1 instead.
 
Hello, yes when I said one sided I meant that my data only covers the positive side of the distribution. While usually yes all you have to do is get the mean and the variance, my data already follows the shape of a Gaussian and I'm trying to find the best fit for the general case, its a little bit like trying to find the line of best fit using the least mean square error but instead its the Gaussian of best fit.

I have tried using the least mean square error approach but the differential equations of the Gaussian get a bit messy.

here is an example of the data I'm trying to get the Gaussian of best fit to

https://www.dropbox.com/s/mb6ebbdmqq7y0xm/cov_ukv_high_30_frm_112011_to_112012.jpg
 
chapter said:
Hello, yes when I said one sided I meant that my data only covers the positive side of the distribution. While usually yes all you have to do is get the mean and the variance, my data already follows the shape of a Gaussian and I'm trying to find the best fit for the general case, its a little bit like trying to find the line of best fit using the least mean square error but instead its the Gaussian of best fit.

I have tried using the least mean square error approach but the differential equations of the Gaussian get a bit messy.

here is an example of the data I'm trying to get the Gaussian of best fit to

https://www.dropbox.com/s/mb6ebbdmqq7y0xm/cov_ukv_high_30_frm_112011_to_112012.jpg

That doesn't strike as a particularly "Gaussian" distribution. Honestly, fitting something like a Weibull distribution seems like a better bet to me for a few reasons, not the least of which because it's strictly positive. The stat toolbox in MATLAB should let you fit the distribution using maximum likelihood estimation.
 
ok I'll give the Matlab stat toolbox a shot. This is just one example of a graph, I will need to plot hundreds at some point when I can get a line of best fit. I agree that this doesn't fit well with a Gaussian but the my whole thesis is based on proof that this should - be it very badly correlated most of the time.

The problem is I have an extremely limited number of separations between the radar I'm using which massively limits the number of points I can plot
 

Similar threads

Replies
2
Views
3K
Replies
2
Views
1K
Replies
12
Views
4K
Replies
10
Views
3K
Replies
2
Views
3K
Replies
5
Views
2K
Replies
1
Views
3K
Back
Top