www.gusucode.com > stats 源码程序 matlab案例代码 > stats/FitParetoTailsToAProbabilityDistributionExample.m
%% Fit Pareto Tails to a Probability Distribution % % Copyright 2015 The MathWorks, Inc. %% % Generate sample data containing 100 random numbers from a _t_ % distribution with 3 degrees of freedom. rng default; % For reproducibility t = trnd(3,100,1); %% % Fit pareto tails to the distribution at cumulative probabilities 0.1 and % 0.9. obj = paretotails(t,0.1,0.9); [p,q] = boundary(obj); %% % Plot the cdf of the Pareto tails and the cdf of the fitted _t_ % distribution on the same figure. x = linspace(-5,5); plot(x,cdf(obj,x),'b-','LineWidth',2) hold on; plot(x,tcdf(x,3),'r:','LineWidth',2) plot(q,p,'bo','LineWidth',2,'MarkerSize',5) legend('Pareto Tails Object','t Distribution',... 'Location','NW') hold off;