How can I add my own PDF ((Probability Distribution Function) in MATLAB?

Actually, I have my own PDF based on real observations (x=data; y=percentages) and I want to calculate moments, CDF and cumulents. Thus, my objective is to make Matlab consider my function as a PDF, although, 'pdf' command in Matlab requires a common distribution to deal with it, it doesn't work with a given PDF. So, I don't know how to proceed. If you can help me, I'll be extremely grateful.

[Elias Gule]

why not code your own PDF in an m-file, and then name it "pdf2.m", and then all the logic that you need to implement. Then make sure that your function is in the present working directory of Matlab; or you can just copy your function to the path returned by the command

tpath = fullfile(matlabroot,'toolbox','local')

then restart Matlab or issue the command

rehash toolboxreset

on the command window.