probability distribution function from datra
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Hi
i have a function Z(h) h1<h<h2 how i cant find a pdf (probability distribution finction ) function for Z
The variable h is unifrormly distributred in range [ h1 h1 ]
thank
George
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Shantanu Dixit
2024-8-8
Hi George,
You can estimate the probability density function (PDF) using the 'ksdensity' function in MATLAB. This function can be used for kernel density estimation, allowing to estimate PDF from the sample of data.
Here's a brief example of how 'ksdensity' can be used to estimate the PDF of function 'Z(h)' where h is uniformly distributed in (h1,h2).
h1 = 0;
h2 = 1;
Z = @(h) h.^2; %% Example function
numSamples = 1e6;
h_samples = h1 + (h2 - h1) * rand(numSamples, 1);
Z_samples = Z(h_samples);
[f, xi] = ksdensity(Z_samples, 'Function', 'pdf');
figure;
plot(xi, f, 'LineWidth', 2);
title('Estimated PDF of Z(h) using Kernel Density Estimation');
xlabel('Z');
ylabel('Probability Density');
grid on;
Refer to the below MathWorks documentation for more information regarding 'ksdensity' function:
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