Plot of Probability Density function in MATLAB

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subho - 2022-07-02T15:59:13+00:00
Question: Plot of Probability Density function in MATLAB

I have time series data.I want to see the plot of PDF.For this, in MATLAB,I have to mention the name of the PDF-type like 'norm'.All PDF types are continuous line.But,I need discrete PDF data points plot.

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    • Expert Answer

    Profile picture of Kshitij Singh Kshitij Singh answered . 2025-11-20

    Are you sure that you need a discrete PDF? You have not specified that your time series takes on values only in a discrete set, e.g. {0,1}.
     
    Just because you have a discrete-time process, it can very well be that you should model the random variables as continuous.
     
    For example:
     
    x = randn(100,1);
    gives a realization of a discrete-time white Gaussian noise process, but it is not a discrete random variable.
     
    Do you have a specific pdf that you would like to assess for your data?
     
    You can always use ksdensity to estimate the pdf
     
    x = randn(100,1);
[f,xi] = ksdensity(x);
plot(xi,f);

    If you want to see if your data follow a certain distribution, see histfit, or dfittool


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