Stdev from gmdistribution.fit?

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Francisco de Castro
Francisco de Castro 2013 年 3 月 12 日
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
the cyclist 2013 年 3 月 12 日
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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