MATLAB: PDF of paretotail distribution

paretotail

Hello:
I have fitted piecewise paretotail distribution where central distribution is kernel and tails are fitted with pareto distribution using foll. codes; now I am wondering how to obtain PDF of this data for this distribution.
Xgrid_data = linspace(min(x),max(x),length(x))
myfun1 = @(x)ksdensity(x,'Function','cdf');
pd_fit = paretotails(Xgrid_data(:,end),0.15,0.85,myfun1);
CDF = cdf(pd_fit,Xgrid_data);

Best Answer

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
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