How to get mu and sigma from data?

I need to get mu and sigma from the data I have. But it needs to be mu and sigma from Brownian motion. How do I get a mu and sigma for Brownian motion only with data?

Answer 1

[Ryan G]

mu and sigma don't necessarily mean anything unless you describe what you actually want from your data. Based on the wiki article for Brownian Motion I can assume you mean standard deviation, sigma, and mean, mu, which are commonly used in describing normal distributions. From a dataset, X, you can use":

mu = mean(X);
sigma = std(X);

To determine the mu and sigma of the distribution.