MATLAB: Pdf distribution using bins

pdf

I have values for a variable for a significant number of time points. How would I go about calculating the pdf using 100 bins and plotting it against itself?

Getting stuck at combining hist function with the pdf but there's probably a much simpler method!

Thanks in advance guys

Best Answer

If you have the Statistics Toolbox, use the histfit function.

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MATLAB: A distribution binning problem

Inspired and encouraged by John D'Errico advice above, I post below the code that solves the submitted distribution problem.

N = 100; % <- number of packages
W = 1000; % <- total weight in kg
mu = W/N; % <- average weight
sigmacap = 4; % <- variance (exogenously determined)
wmin = 2; % <- minimum weight of package in kg
wmax = 20; % <- maximum weight of package in kg
interValues = [wmin 5 10 12 16 wmax]; % edges of the weight bins
pd = makedist('Normal',mu,sqrt(sigmacap)); % <- create a normal distribution with the given parameters;
pdt = truncate(pd,wmin,wmax); % <- truncate the distribution to exclude packages < 2 kg or > 20 kg;
% each element in packCount represents the expected number of packages in the weight range (bin) [interValues(i) interValues(i+1];
packCount = NaN(1,numel(interValues)-1);
for i = 1:numel(packCount)
    packCount(i) = round(diff([cdf(pdt,interValues(i)), cdf(pdt,interValues(i+1))])*N);
end

MATLAB: PDF of paretotail distribution

Since the object returned by the paretotails is of Piecewise Distribution type, you can directly use the pdf function to query the pdf values at any point. Have a look at an example usage below:

figure, plot(Xgrid_data, pdf(pd_fit,Xgrid_data))

Here’s the documentation of pdf for your reference:

https://www.mathworks.com/help/stats/prob.normaldistribution.pdf.html

Best Answer

Related Solutions

MATLAB: A distribution binning problem

MATLAB: PDF of paretotail distribution

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