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Convolution of CDF and a PDF using Kernel density estimator

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Poulomi Ganguli
Poulomi Ganguli on 12 Sep 2019
Dear All:
I am interested to add CDF described by Generalized Extreme Value and a PDF described by Kernel density estimator using convolution process. I have fitted the CDF of my data using gevcdf function and PDF of the data using ksdensity with normal kernel. The CDF is based on 30 records available in the sample, whereas the PDF is based on 1000 records. Now, I want to use convolution to add CDF and PDFs together, I also went through this post: https://de.mathworks.com/matlabcentral/answers/406377-convolution-of-a-cdf-and-a-pdf
But I couldn't figure out how can I implement for my case, any help would be useful. Thanks,

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