Probability density function for piecewise distribution
Syntax
P = pdf(obj,X)
Description
P = pdf(obj,X) returns an array P of
values of the probability density function for the piecewise distribution
object obj, evaluated at the values in the array X.
Note
For a Pareto tails object, the pdf is computed using the generalized
Pareto distribution in the tails. In the center, the pdf is computed
using the slopes of the cdf, which are interpolated between a set
of discrete values. Therefore the pdf in the center is piecewise constant.
It is noisy for a cdffun specified in paretotails via the 'ecdf' option,
and somewhat smoother for the 'kernel' option,
but generally not a good estimate of the underlying density of the
original data. |
Examples
Fit Pareto tails to a t distribution at cumulative
probabilities 0.1 and 0.9:
t = trnd(3,100,1);
obj = paretotails(t,0.1,0.9);
[p,q] = boundary(obj)
p =
0.1000
0.9000
q =
-1.7766
1.8432
pdf(obj,q)
ans =
0.2367
0.1960See Also
paretotails, cdf
 | pdf (gmdistribution) | | pdf (ProbDist) |  |
Includes the most popular MATLAB recorded presentations with Q&A sessions led by MATLAB experts.
Get the Interactive Kit
Store 
