geofit
              Estimate parameter and confidence intervals for the geometric distribution.
 pshat = geofit (x) returns the maximum likelihood estimate
 (MLE) of the probability of success for the geometric distribution.  x
 must be a vector.
 [pshat, psci] = geofit (x, alpha) also returns
 the 100 * (1 - alpha) percent confidence intervals of the
 estimated parameter.  By default, the optional argument alpha is 0.05
 corresponding to 95% confidence intervals.  Pass in [] for
 alpha to use the default values.
 […] = geofit (x, alpha, freq) accepts a
 frequency vector, freq, of the same size as x.  freq
 typically contains integer frequencies for the corresponding elements in
 x, but it can contain any non-integer non-negative values.  By default,
 or if left empty, freq = ones (size (x)).
The geometric distribution models the number of failures (x) of a Bernoulli trial with probability ps before the first success.
Further information about the geometric distribution can be found at https://en.wikipedia.org/wiki/Geometric_distribution
See also: geocdf, geoinv, geopdf, geornd, geostat
Source Code: geofit
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 ## Sample 2 populations from different geometric distibutions
 rande ("seed", 1);    # for reproducibility
 r1 = geornd (0.15, 1000, 1);
 rande ("seed", 2);    # for reproducibility
 r2 = geornd (0.5, 1000, 1);
 r = [r1, r2];
 ## Plot them normalized and fix their colors
 hist (r, 0:0.5:20.5, 1);
 h = findobj (gca, "Type", "patch");
 set (h(1), "facecolor", "c");
 set (h(2), "facecolor", "g");
 hold on
 ## Estimate their probability of success
 pshatA = geofit (r(:,1));
 pshatB = geofit (r(:,2));
 ## Plot their estimated PDFs
 x = [0:15];
 y = geopdf (x, pshatA);
 plot (x, y, "-pg");
 y = geopdf (x, pshatB);
 plot (x, y, "-sc");
 xlim ([0, 15])
 ylim ([0, 0.6])
 legend ({"Normalized HIST of sample 1 with ps=0.15", ...
          "Normalized HIST of sample 2 with ps=0.50", ...
          sprintf("PDF for sample 1 with estimated ps=%0.2f", ...
                  mean (pshatA)), ...
          sprintf("PDF for sample 2 with estimated ps=%0.2f", ...
                  mean (pshatB))})
 title ("Two population samples from different geometric distibutions")
 hold off
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