Plot of Probability Density function in MATLAB

subho · Jul 2, 2022 · 2K views
Question
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.
Expert Answer
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Kshitij Singh PhD Expert
Answered Nov 20, 2025
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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