Generate random sample according to custom distribution and fit Inverse Gamma distribution to generated sample
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Dear all,
as the subject of the message states, I would like to generate a random sample according to a custom distribution that I have and subsequently attempt to fit an inverse Gamma distribution using the dfittool. I think I may have partially achieved the first step (generating random sample), however I am not sure about the second. Does anyone have an m-file that fits an Inverse Gamma and estimates the parameters of the distribution? I would appreciate anyone's thoughts and guidance.
BR,
Konstantinos
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