Matlab functions to fit parameters for a mixture of exponential distribution
Matlab has some good functions for dealing with exponential distributions, e.g. expfit
. These functions extend this support to fit distributions that are mixtures of exponential components.
Run the getting started script for an example of usage.
[ taushat, weightshat ] = emdistfit(wait_times, tau_guess, weight_guess);
emhist(wait_times, taushat, weightshat)