MATLAB: How can I create a plot with box the density function of a normal distribution and a log normal distribution

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I would like to have both:
a) a plot with the density function of a normal distributed random variable and the densitiy function of a log-normal distributed random variabel
b) a plot with the densitiy function of a normal distributed random variable and the density function of a t-distributed random variable for several degrees of freedom

Best Answer

You could simply use the normpdf, lognpdf, and tpdf function to compute these densities, and plot the results together.
If you need to fit the distributions to data, here's an example that might get you started:
x = wblrnd(10,2,1000,1);
[heights,centers] = hist(x,40);
area = (centers(2)-centers(1))*sum(heights);
bar(centers,heights/area,'hist') % normalize histogram to integrate to 1
p1 = fitdist(x,'normal');        % fit three distributions
p2 = fitdist(x,'lognormal');
p3 = fitdist(x,'tlocationscale');
xx = linspace(0,30);
line(xx,pdf(p1,xx),'color','r')  % plot three densities
line(xx,pdf(p2,xx),'color','g')
line(xx,pdf(p3,xx),'color','m')
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