close all; clear; clc; x = linspace(-6,4,1000) [pdf1,~] = tracywidom_appx(x,1) [pdf2,~] = tracywidom_appx(x,2) [pdf4,~] = tracywidom_appx(x,4) % Fig. 1 Tracy-Widoms figure(1) hold on plot(x,pdf1) plot(x,pdf2) plot(x,pdf4) A = [x', pdf1', pdf2', pdf4'] save -ascii tracy_widom.txt A % Fig 2. Compare to Normal normpdf = @(x,mu,sigma) 1/(sigma*sqrt(2*pi)).*exp(-0.5*((x-mu)/sigma).^2) npdf = normpdf(x,-1.38,1.268) figure(2) hold on plot(x,pdf1) plot(x,npdf,'--') B = [x', pdf1', npdf'] save -ascii tracy_widom_normal.txt B % Skewness and Excess Kurtosis x_stat = linspace(-9,9,50e3) [pdf1_stat,~] = tracywidom_appx(x_stat,1) npdf_stat = normpdf(x_stat, -1.38, 1.268) fprintf("Tracy Widom\n") [~,~] = pdf_stats(x_stat, pdf1_stat) fprintf("Normal Distribution\n") [~,~] = pdf_stats(x_stat, npdf_stat)