How do you fit a gamma distribution?

Bhekisizwe · Apr 11, 2022 · 2K views
Question
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 PhD Expert
Answered Aug 12, 2026

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')

 

Have a different question? Ask here

Get a Free Consultation or a Sample Assignment Review!