I have some data that I would like to compare with a theoretical distribution for which I know the parameters. How do I plot the empirical pdf against the theoretical pdf? Perhaps I should add that I would like to plot two continuous pdfs.
I am sorry if this problem is more related to Stack Overflow. I actually thought about posting it there but finally changed my mind.
I know that I can use
ksdensity in MATLAB for example. But what I am looking for is if there exists some better tool to compare pdfs as I am having problem to get two pdfs to overlap. So visual comparison is not that good. The same also goes for CDFs actually, for example plots don't want to overlap when I have shifted distributions.