Dew Stats Master .NET
NormalFit Routines
Summary
Calculate parameters for normaly distributed values.

Unit
Statistics

Declaration
Procedure NormalFit(X: TVec; out mu, sigma: TSample);


Declaration
Procedure NormalFit(X: TVec; out mu, sigma: TSample; out PCIMu, PCISigma: TTwoElmReal; alpha: TSample = 0.05);
 Parameter  Description 
Stores data which is assumed to be normaly distributed. 
Mu,Sigma Return normal distribution parameter estimators. 
PCIMu,PCISigma Mu and Sigma (1-Alpha)*100 percent confidence intervals. 
Alpha Confidence interval percentage. 

Description
Calculate parameters for normally distributed values.
Categories
Distribution parameters estimation
 See Also 
RandomNormal 
MVNormal 

Example 1

The following example generates 100 random standard normally distributed values and then uses NormalFit routine to extract used Mu and Sigma parameters:

var vec1: Vector; resMu, resSigma : TSample; CIMu,CISigma: TTwoElmReal; begin // first, generate 1000 normaly distributed // numbers with Mu a=0.0 and Sigma =1.0 vec1.Size(1000); RandomNormal(0.0,1.0,vec1); // Now extract the Mu,Sigma and their 95% confidence intervals. // Use at max 400 iterations and tolerance 0.0001 NormalFit(vec1,resMu,resSigma,CIMu,CISigma); end;
#include "StatRandom.hpp" #include "MtxVecCpp.h" #include "Statistics.hpp" void __fastcall Example(); { Vector vec1; // first, generate 1000 normaly distributed // numbers with Mu a=0.0 and Sigma =1.0 vec1->Size(1000,false); RandomNormal(0.0,1.0,vec1); double resMu, resSigma; double CIMu[2]; double CISigma[2]; // Now extract the Mu,Sigma and their 95% confidence intervals. // Use at max 400 iterations and tolerance 0.0001 NormalFit(vec1,resMu,resSigma,CIMu,CISigma,0.05); }
using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples; { private void Example() { Vector vec1 = new Vector(0); // first, generate 1000 normaly distributed // numbers with Mu a=0.0 and Sigma =1.0 vec1.Size(1000,false); StatRandom.RandomNormal(0.0,1.0,vec1); double resMu, resSigma; double[2] CIMu; double[2] CISigma; // Now extract the Mu,Sigma and their 95% confidence intervals. // Use at max 400 iterations and tolerance 0.0001 Statistics.NormalFit(vec1,out resMu,out resSigma,out CIMu,out CISigma,0.05); } }


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