h=[];
omega_p=5;
omega=10^(omega_p/10);
for i=1:1:10000
    h=[h sqrt(omega/2)*randn(1,1)+1i*sqrt(omega/2)*randn(1,1)];
end
subplot(2,2,1)
cdfplot(abs(h)) %you need to Open cdfplot then add 'o' on line 58 
%turn hCDF = plot(xCDF , yCDF); to hCDF = plot(xCDF , yCDF,'o')
hold on
x=0:0.01:6;
y_cdf=1-exp(-x.^2/omega);
plot(x,y_cdf);
legend('Simulation curve','theoretical curve');
title('|h|-cdf')

subplot(2,2,2)
[y_pdf,x]=ksdensity(abs(h)) ;
plot(x,y_pdf,'o');
hold on
y_pdf_t=2*x./omega.*exp(-x.^2/omega);
plot(x,y_pdf_t);
legend('Simulation curve','theoretical curve');
axis([0,6,0,0.5]);
title('|h|-pdf')
grid on


subplot(2,2,3)
cdfplot(abs(h).^2) 
hold on
x=0:0.01:36;
y_cdf=1-exp(-x/omega);
plot(x,y_cdf);
legend('Simulation curve','theoretical curve');
title('|h|^2-cdf')

subplot(2,2,4)
[y_pdf,x]=ksdensity(abs(h).^2) ;
plot(x,y_pdf,'o');
hold on
y_pdf_t=1/omega.*exp(-x/omega);
plot(x,y_pdf_t);
legend('Simulation curve','theoretical curve');
axis([0,36,0,0.4]);
title('|h|^2-pdf')
grid on