Plotting wavelet co-efficients
You are on the right track but need perhaps to quantify your goal in mathematical terms.

The sorted coefficients is incidently also the inverse of the cumulative function (see for instance the eq 6 of this paper). 

Then to quantify the sparsity of your signal you could 


compute some measure using the cumulative distribution function, such as the ratio of coefficients above a threshold (the 5% max quantile),
and compare with a control condition, like doing the same process
with a random signal