Hello,
I'm new to Matlab and I am developing a small application. I have a data set and a Characteristic Function describing the probability distribution of data. I will do inverse fourier trasform of Characteristic Function to get Probability Density Function (PDF) which I can use to create Maximum Likelihood function to be maximized with fmincon().
Before I get there, however, I'm trying to learn how to use matlab. So, I created a normally distributed dataset and I'm trying to perform inverse fourier transform on data (ifft() I guess). However, I'm not sure how to do this. Do I just run ifft() on my dataset or do I have to employ the Characteristic Function of normal distribution somewhere, since my data is normally distributed? Sorry, I haven't worked with discrete data before, so I'm not sure how to proceed. Any help would be appreciated.
Thank you.
