PDF of paretotail distribution

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);

Answer 1

[Asvin Kumar]

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:

https://www.mathworks.com/help/stats/prob.normaldistribution.pdf.html