www.gusucode.com > stats 源码程序 matlab案例代码 > stats/ComparisonPlotForStableDistributionsExample.m

    %% Comparison Plot for Stable Distributions
% The following plot compares the probability density functions for the
% standard normal, Cauchy, and Lévy distributions.

%%
% Create a probability distribution object for the standard normal,
% Cauchy, and Lévy distributions.
pd_norm = makedist('Stable','alpha',2,'beta',0,'gam',1/sqrt(2),'delta',0);
pd_cauchy = makedist('Stable','alpha',1,'beta',0,'gam',1,'delta',0);
pd_levy = makedist('Stable','alpha',0.5,'beta',1,'gam',1,'delta',0);

%%
% Calculate the pdf for each distribution.
x = -5:.1:5;
pdf_norm = pdf(pd_norm,x);
pdf_cauchy = pdf(pd_cauchy,x);
pdf_levy = pdf(pd_levy,x);

%%
% Plot all three pdf functions on the same figure for visual comparison.
figure
plot(x,pdf_norm,'b-');
hold on
plot(x,pdf_cauchy,'r.');
plot(x,pdf_levy,'k--');
title('Compare Stable Distributions pdf Plots')
legend('Normal','Cauchy','Levy','Location','northwest')
hold off