Probability density function plot

Can I draw the pdf of a distribution even if the pdf does not have a closed-form solution, using the characteristic function of the distribution and Fourier inversion?

I'm not sure this is the right place to ask, I'm just wondering whether Matlab can manage to do it, or having the pdf defined with an integral will mess up the graph

Answer 1

[Jeff Miller]

Yes, you should be able to do this. You can select a set of x's and then compute each one's pdf using the Fourier inversion. Then just:

   plot(x,pdf)