Matlab, is there any way to manipulate random variable

Question

In Maple, there is some feature that allows you to calculate the pdf of a function of a random variable. For example, if X is exponentially distributed, and you want to know the distribution of X^2, then there is a function that will do that for you.

My question is , is there a functionality in matlab that allows you to do so? I have looked through the matlab's guide, but I didn't see it.

Answer 1

The Statistics toolbox includes many probability distributions for you to choose from, both parametric and non-parametric distributions. For each it provides functions for PDF, CDF, fitting, random number generation, etc..

I suggest you start with the "Distribution Fitting app": dfittool .

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EDIT:

In addition, MuPAD has support for a number of distributions , which you can manipulate symbolically. Example:

The function intlib::changevar might be of interest here, though it seems intended for integrals...

Answer 2

Also, if you're interested in getting the values of the PMF, or discrete PDF, then, given x some RV with some distribution,

my_pmf = hist(x)/sum(x);

So try,

doc hist