Calculate parameters for normally distributed values.
procedure NormalFit(const X: TVec; out mu: double; out sigma: double; var PCIMu: TTwoElmReal; var PCISigma: TTwoElmReal; Alpha: double = 0.05); overload;
Parameters |
Description |
X |
Stores data which is assumed to be normaly distributed. |
mu |
Return normal distribution parameter estimator Mu. |
sigma |
Return normal distribution parameter estimator Sigma. |
PCIMu |
Mu (1-Alpha)*100 percent confidence interval. |
PCISigma |
Sigma (1-Alpha)*100 percent confidence interval. |
Alpha |
Confidence interval percentage. |
RandomNormal, NormalStat
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 : double; 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 "MtxExpr.hpp" #include "Statistics.hpp" void __fastcall Example(); { sVector 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; TTwoElmReal CIMu, CISigma; // 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); }
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