Probability Density Function (PDF) Estimator (V3.2)

An estimate of probability density function of the given random data with bounded support.

Version 1.4.0.0 (61.1 KB)
16.4K Downloads
(10)
8 Apr 2010

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This function provides an estimate of probability density function for a given random data (an 1-d vector). The estimation can be done with a specified number of intervals, and bandwidth. Without any output, the function will plot the probability density function. A few examples are included to show how to use the function and its output.

It also includes bounded support. For some problems, bounded support is important. For example, many physical problems require positive variables. This function is able to estimate PDF for such problems as well if the lower and upper bounds are specified.

The new version includes cdf and inverse cdf estimation.

Cite As

Yi Cao (2026). Probability Density Function (PDF) Estimator (V3.2) (https://au.mathworks.com/matlabcentral/fileexchange/19121-probability-density-function-pdf-estimator-v3-2), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.4.0.0

Bug fix and new functionality
1.3.0.0

a bug fixed
1.2.0.0

update with cdf and inverse cdf estimation.
1.1.0.0

update descriptions
1.0.0.0

upgrade for bounded support and to include the html description.