Stdev from gmdistribution.fit?
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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
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the cyclist
on 12 Mar 2013
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.
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