normalizing a normal distribution
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I just need to plot a gaussion distribution plot given mean (mu) and standard deviation (sigma). I used:
gauss1 = normpdf(x, mu, sigma)
But it's output its not normalized. I would like it to be normalized as probability density function. I need to plot it next to histogram normalized it by:
histogram(dataSerie, 'Normalization', 'probability')
After using normpdf it looked like:
it is clear that integral from 0 to 1 is not equal 1, so it is not probability density function.
OCDER on 8 Jan 2019
The normpdf returns the PDF in terms of %. To normalize to fraction, divide the output of normpdf by 100.
If you compute PDF for longer spans of X, then the sum of the PDF approaches 1 (100%). See below.
Mu = 0.5;
Sig = 0.2;
X = Mu-10*Sig:0.01:Mu+10*Sig;
Y = normpdf(X, Mu, Sig);
= 100 %in percentage
Yp = Y/100;
= 1 %in fraction