PDF of paretotail distribution

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Poulomi Ganguli
Poulomi Ganguli el 23 de Sept. de 2019
Respondida: Asvin Kumar el 25 de Nov. de 2019
Hello:
I have fitted piecewise paretotail distribution where central distribution is kernel and tails are fitted with pareto distribution using foll. codes; now I am wondering how to obtain PDF of this data for this distribution.
Xgrid_data = linspace(min(x),max(x),length(x))
myfun1 = @(x)ksdensity(x,'Function','cdf');
pd_fit = paretotails(Xgrid_data(:,end),0.15,0.85,myfun1);
CDF = cdf(pd_fit,Xgrid_data);

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Asvin Kumar
Asvin Kumar el 25 de Nov. de 2019
Since the object returned by the paretotails is of Piecewise Distribution type, you can directly use the pdf function to query the pdf values at any point. Have a look at an example usage below:
figure, plot(Xgrid_data, pdf(pd_fit,Xgrid_data))
Here’s the documentation of pdf for your reference:

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