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.

 Accepted Answer

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

More Answers (3)

Maybe this could be helpful to consider:
histogram(variable_name,'Normalization','probability')
The pdf function can handle binomial, Poisson, and discrete uniform distributions, so not all of them are continuous.
Also are you sure you don't just want to do:
hist(x)
where x is your data?

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Asked:

on 8 Dec 2011

Answered:

on 15 Mar 2022

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