EstimatedDistribution

EstimatedDistribution[data, dist] estimates the parametric distribution dist from data.

Examples

Estimate normal parameters:

data = RandomVariate[NormalDistribution[5, 2], 1000];
EstimatedDistribution[data, NormalDistribution[μ, σ]]
(* NormalDistribution[5.02, 1.98] *)

Estimate exponential:

data = RandomVariate[ExponentialDistribution[0.5], 500];
EstimatedDistribution[data, ExponentialDistribution[λ]]
(* ExponentialDistribution[0.51] *)

Please visit the official Wolfram Language Reference for more details.