Question

Is there a Matlab function which builds up the exact probability mass function (or probability density function) given a vector of data?

I mean something like this:

X = [1 2 4 1 4 3 2 3 4 1];
[x px] = a_function(X)
x = 
   1 2 3 4
px = 
   0.3 0.2 0.2 0.3

Answer 1

you can use accumarray

pmf = accumarray(X(:),1)./numel(X);
pmf = pmf./sum(pmf);

or hist:

pmf = hist(X, max(X))' ./ numel(X);      

or tabulate :

t= tabulate(X);
pmf  = t(:, 3) ./ 100 ;

and there’s probably at least 10 more ways doing so…

for px just use px=unique(X), or t(:, 1) in the tabulate solution, etc…