Hi, what you are doing now is you apply the math to respective elements. however, in order to apply the math for all the combinations of elements in x and rho vectors. you need to use meshgrid and surf functions for making the plot you want. have a look at the modified code below. Hope this helps.
x= -6:0.01:6;
rho = [1 1.5 2 4 10];
[X,Y]=meshgrid(x,rho);
p = [exp(-abs(X).^Y) ./ (2*gamma(1+1./Y))];
figure
surf(X,Y,p);
