Hi all, I would like to use KDE to fit a 1d variable and then getting the probability of a new observation given the fitted model using pdf( kde, new observation ). I used fitdist with the 'Kernel' option and then plotted the corresponding pdf. My question is, shouln't the pdf be normalized? How can I get the probability of a new observation then?
Thank you
x = [15.276,15.277,15.279,15.28,15.281,15.186,15.187,15.188,15.19,15.191,15.193,15.194,15.195,15.197,15.198,15.199,15.201,15.202,15.204,15.205,15.206,15.208,15.209,15.211,15.212,15.213,15.215,15.216,15.217,15.219,15.22,15.222,15.223,15.224,15.226,15.227,15.229,15.23,15.231,15.233,15.234,15.236,15.237,15.238,15.24,15.241,15.243,15.244,15.245,15.247,15.248,15.249,15.251,15.252,15.254,15.255,15.283,15.284,15.286,15.287,15.288,15.29,15.291,15.172,15.173,15.174,15.176,15.177,15.179,15.18,15.181,15.183,15.184,15.293,15.294,15.167,15.169,15.17,15.295,15.297,15.298,15.299,15.301,15.302,15.304,15.305,15.306,15.308,15.309,15.311,15.312,15.313,15.315,15.316,15.145,15.147,15.148,15.149,15.151,15.152,15.154,15.155,15.156,15.158,15.159,15.161,15.162,15.163,15.165,15.166,15.293,15.294,15.167,15.317,15.319,15.32,15.322,15.323,15.324,15.326,15.327,15.329,15.33,15.331,15.333,15.334,15.336,15.337,15.338,15.34,15.341,15.343,15.344,15.345,15.347,15.348,15.349,15.351,15.352,15.354,15.355,15.356,15.358,15.359,15.361,15.362,15.363,15.365,15.366,15.368]';t = max( min(x) - 0.1, 0 ) : 0.01 : min( max(x) + 0.1, 24);kde = fitdist(x,'Kernel','Kernel','normal','Support','positive')pdf_kde = pdf( kde, t );plot(t, pdf_kde, 'g-'), hold on;
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