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ekpirical histogram of a density function
Posted:
Jun 8, 2012 11:06 PM


Hi, I have 10000 realizations of a 50dimensional vector X. i.e. I have X1, X2,...X10000, each of size 50x1. How to plot the empirical histogram of density function of X?? My understanding: 1. Find the mean of 10000 samples. We get a 50 dimensional vector X_mean. 2. Find the covariance of 10000 samples. We get 50x50 dimensional matrix X_cov. 3. Fit a Gaussian distribution with X_mean and X_cov. 4. Draw a 50dimensional sample X_sample from the Gaussian distribution. 5. [f,x] = ecdf(X_sample). 6. ecdfhist(f,x)
Is this approach correct??? Thanks.



