Generalized Gamma Distribution Model

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Reshmi  Benjamin
Reshmi Benjamin on 14 Dec 2011
sir I want to compute the estimation parameter of wavelet sub-band coefficient distribution by fitting with Generalized Gamma Distribution Model. so in this regard how to fix a,d,p('a' and 'd' are called the shape parameters and 'p' is called the scale parameters)
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Andreas Haselsteiner
Andreas Haselsteiner on 4 Dec 2019
I just submitted a custom implementation of the generalized gamma distribution to Matlab's File Exchange: https://de.mathworks.com/matlabcentral/fileexchange/73550-generalized-gamma-distribution-in-matlab
Here is an example how to estimate the parameters using Maximum Likelihood Estimation:
rng('default'); % For reproduceability.
pdTrue = GeneralizedGamma(1.4, 1.0, 1.6);
n = 10000;
sample = pdTrue.drawSample(n);
pdEstimated = GeneralizedGamma();
pdEstimated.fitDist(sample)
PS: I realize that this is an old question, but it still got a fair amount of views in the last 30 days.

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