Find confidence interval in bivariate kernel estimation using ksdensity

I'm executing this piece of code in order to estimate the probability density function of a bivariate set of random points:
x = [0+.5*rand(20,1) 5+2.5*rand(20,1);
.75+.25*rand(10,1) 8.75+1.25*rand(10,1)];
figure
ksdensity(x);
and I wonder how to use the informations coming from the Matlab function ksdensity to evaluate the confidence interval I need.
My goal is to find outliers points in the set, namely that points that fall over the confidence interval.

1 Comment

Hi Daniele, I have the same problem, have you found a solution to it?Thank you.

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Asked:

on 17 Feb 2017

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