Stdev from gmdistribution.fit?

I'm using function gmdistribution.fit to fit data which is a mixture of three normal distributions with different means and different stdevs. The function returns the mean of each component distribution all rigth, but I need also the estimated standard deviation of each distribution. How can I get that? It doesn't seem to be returned. Thanks

 Accepted Answer

According to the example on this page: http://www.mathworks.com/help/stats/gmdistribution.fit.html, if
obj = gmdistribution.fit(...)
then
obj.Sigma
has the covariance matrix.

More Answers (0)

Categories

Find more on Descriptive Statistics and Insights in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!