Re: Variance from pdf

Thanks, Peter. This is really helpful.

Regards
Rakib

Peter Perkins wrote:
>
>
> R Ahmed wrote:
>
>> I have the pdf values at hand and I need to know the variance
and
>> mean of the pdf. Please let me know how it is possible in
MATLAB
> to
>> do so.
>
> Hi -
>
> This isn't a lot of information to go on. I guess what you mean
> is, "I have
> numerical values for the PDF f(x) at some (hopefully) large number
> of x values."
>
> If that's really what you have, it seems like the best you can do
> is think of
> this as a stairstep approximation to the true PDF.
>
> you can do one of two things:
>
> 1) compute the two moments analytically, or
>
> 2) generate a large number of random values from your PDF
> approximation, and
> compute their sample mean and variance as an approximation to the
> true moments.
> You should be able to do this pretty easily using RANDSAMPLE from
> the
> Statistics Toolbox, if you have that toolbox.
>
> Hope this helps.
>
> - Peter Perkins
> The MathWorks, Inc.
>
.

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