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Math Help - How to fit a set of data to generalized gaussian distribution (GGD)?

  1. #1
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    How to fit a set of data to generalized gaussian distribution (GGD)?

    I need to fit a set of data to GGD and find out the optimal shape parameter but I have no idea how to do it. I searched but find no source code from Internet. Please help.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by wyang View Post
    I need to fit a set of data to GGD and find out the optimal shape parameter but I have no idea how to do it. I searched but find no source code from Internet. Please help.
    You can do this numerically, you numerically maximise the likelyhood of your data over the distribution parameter space.

    CB
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