how to make a pdf(probability density function) plot from a cdf(cumulative distributive function) plot?

I have a CDF data and plot: my vector is 'on'

            CDF_on = ecdf(on);
            figure
            ecdf(on)

i would like to get a pdf plot from this. i know that pdf values are derivative of cdf values. I try to do this way:

            PDF_on=diff(CDF_on);
            figure
            plot(PDF_on,'-*')

derivative is good I think, but there is something wrong with x axis. My values on PDF plot are supposed to match the values on CDF plot but they dont. Please help? Thanks guys

Answer 1

[Star Strider]

Try this:

PDF_on=diff([0 CDF_on]);    % CDF_on is a row vector

or

PDF_on=diff([0; CDF_on]);   % CDF_on is a column vector

Padding with the initial zero preserves the first element and makes the array sizes of PDF_on and CDF_on equal.

EDIT -- If you want PDF_on as d( CDF_on ) / d(x), do the same diff operation on the x vector, then do an element-by-element divide:

dfdx = diff([0 f]) ./ diff([0 x]);