Probability Density Function
09 Mar 2008 (Updated 08 Apr 2010)An estimate of probability density function of the given random data with bounded support.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 61.44 KB | Download (47): Probability Density Function (PDF) Estimator Download |
Use Visual Probability to compute and graph probability density function values, cumulative distribution function values, quantile values, means and variances of ten more distributions. Use Visual Probability to compute and graph probability density function values, cumulative distribution...
Platforms: Windows, Windows 7, Windows Server
License: Shareware | Cost: $35.00 USD | Size: 1.77 MB | Download (74): Visual Probability Download |
This program implements the tSL between two probability density functions following the references: Baba C. Vemuri, Meizhu Liu, Shun-Ichi Amari and Frank Nielsen, Total Bregman Divergence and its Applications to DTI Analysis, IEEE Transactions on Medical Imaging (TMI'10), 2010. Meizhu Liu, Baba...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): tSL between probability density functions Download |
myhygepdf2 - this second rendition of HPDF can now return a cumulative hpdf vector.EX4: [a,b]=myhygepdf2(1,40,5,36,'atleast')a = 1b = 0.0001 0.0039 0.0690 0.4271 1.0000 This may enhance the usefulness of the function as you can avoid repeated calls to the function when cumulative probabilities...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Hypergeometric Probability Density Function (HPDF) - enhanced version Download |
Very easy function to use that helps statisticians solve all kinds of problems.The function does not need the Statistics Toolbox. I have included the BINOMIND function which this one calls but you candownload it separately if you like. I uploaded it to MATLAB Central as well.EX1:...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): BINOMIALPDF : Binomial Probability Density function Download |
tKL between two multivariate normal probability density functions. This program implements the tKL between two multivariate normal probability density functions following the references: Baba C. Vemuri, Meizhu Liu, Shun-Ichi Amari and Frank Nielsen, Total Bregman Divergence and its Applications...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): Total Kullback-Leibler (tKL) divergence between multivariate normal probability density functions Download |
There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): In sample Value at Risk and backtesting with the Pearson type IV distribution Download |
This m-function returns the beta-geometric probability density function with parameters A and B at the values in X. Note: The density function is zero unless A and B are integers.The Beta-geometric distribution is used to model the number of failures that will occur in a binomial proccess before...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): bgeopdf Download |
This m-file returns the beta-binomial probability density function with parameters N, A and B at the values in X. Note: The density function is zero unless N, A and B are integers.The Beta-binomial distribution is used to model the number of successes in n binomial trials when the probability of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): bbinopdf Download |
This m-function returns the negative hypergeometric probability density function with parameters M, N and A at the values in X. Note: The density function is zero unless M, N and A are integers.If a lot consists of M acceptable items and N defective ones. Suppose that items are drawn at random...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): nhygepdf Download |
RanLip uses acceptance/rejection approach to generate random vectors, which is based on approximation of the probability density function from above with a "hat" function. It is assumed that the distribution hasLipschitz-continuous density, which is either given analytically or has a black box....
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 450.56 KB | Download (46): RanLip Matlab toolbox Download |
PDFPLOT displays a histogram of the empirical probability density function (PDF) for the data in the input array X using nbins number of bins.If input X is a matrix, then pdfplot(X) parses it to the vector and displays PDF of all values.For complex input X, pdfplot(X) displays PDF of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): PDFPLOT Download |
This m-file returns the multinomial probability density function value with parameters N and P at the values in X. Note that the density function is zero unless X is an integer.Let {X1, X2, . . . , Xk}, k > 1, be a set of random variables, each of which can take the values 0, 1, . . . , n....
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): multpdf Download |
probability density function of basic distributionsThis package contains the functions for computing pdf of following distribution:1) Gaussian2) Multinomial3) Dirichlet4) Wishart5) student-t6) von Mises-Fisher7) Kernel density estimatorThese functions are intended to be illustration of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): PDF of basic distributions Download |
This m-file returns the multivariate hypergeometric probability density function at M with integer parameters in N. Note: The density function is zero unless the elements in M are integers.If there are m_i elements of class i in a population and you take n elements at random without replacement,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): mhygepdf Download |
The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can be described by an arbitrary PDF, i.e., any function which...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (56): Metropolis-Hastings Sampler Download |
This code implements and plots the exact numerical solution of the Ornstein-Uhlenbeck process and its time integral. The numerical method here used was published by D.T. Gillespie in 1996 in the journal Physical Review E.The probability density function and its plot for the Ornstein-Uhlenbeck...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Exact Numerical Simulation of the Ornstein-Uhlenbeck Process Download |
The function will estimateEstimate Mutual Information with kernel density function
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Mutual Information -2 variablle Download |
Functions for Rice/Rician PDF: summary statistics (mean and variance), generating random samples, and simple moment-matching to fit the distribution to data.Similar to e.g. normpdf, normstat, normrnd and normfit from the MATLAB statistics toolbox, but for the Rice distribution, which is useful in...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 184.32 KB | Download (45): Rice/Rician distribution Download |
The files in this folder contains small routines for MATLAB to compute and plot triangular probability denstity function. There are following 4 files:tglpdf : Compute and plot triangular probability density function for given value of X (X can be scalar or matrix)tglcdf : Compute and plot...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Triangular pdf Download |