title: Using MATLAB's chi2gof with non-standard user-specified PDFs
body: <p>I would like to use MATLAB's <code>chi2gof</code> to perform a chi-square goodness-of-fit test. My problem is that my assumed (i.e., theoretical) distribution is not one of the standard built-in probability distributions in MATLAB. The specific form of my desired distribution is:</p>
  
  <pre><code>p = x^a*exp(-b*x^2)
  </code></pre>
  
  <p>where <code>a</code> and <code>b</code> are constants. There must be a way to use <code>chi2gof</code> for arbitrary PDFs? I have done an exhaustive Google search, but have come up empty-handed.</p>