In MATLAB (cumulative distribution function), how can I find the corresponding data point (Y) for any chosen cumulative probability?
Afficher commentaires plus anciens
In a CDF (using MATLAB,) how can I find the corresponding data value (X) for any chosen cumulative distribution (Y)? Please refer to the pasted code and image. Instead of "eye-balling" the plot, how can I find the data point (X) that corresponds to the cumulative probability value of 0.2 or even 0.466, etc.? Please advise. Thank you.
X = randn(1,500);
u = mean(X);
s = std(X);
pd = makedist('Normal','mu',u,'sigma',s);
x = min(X):.1:max(X);
cdf_normal = cdf(pd,x);
plot(x,cdf_normal,'LineWidth',4)

Réponse acceptée
Plus de réponses (2)
Image Analyst
le 29 Mai 2013
Modifié(e) : Image Analyst
le 29 Mai 2013
If "the_Y_Value" is the y value you're looking at, and xValue is the x location where y first exceeds "the_Y_Value", then:
xIndex = find(cdf_normal >= the_Y_Value, 1, 'first');
xValue = x(xIndex);
Brett Hoover
le 26 Juil 2018
0 votes
Kinda surprised that nobody suggested 1-D interpolation:
target_value = interp1(cdf_probs,cdf_values,target_prob)
1 commentaire
Image Analyst
le 27 Juil 2018
Because when Aaron said "how can I find the data point..." I assumed he wanted a data point that was in his existing set of data. Your code would give a point not in the data. It's probably a more accurate estimate but wouldn't be one of his data points -- it would be between two of them. However, maybe that's what he really meant.
Catégories
En savoir plus sur Correlation and Convolution dans Centre d'aide et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!