Question re: ecdf

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Jared
Jared on 2 Aug 2017
Commented: Jared on 2 Aug 2017
I've been looking for a particular feature in the above MATLAB function but haven't found exactly what I'm looking for. I'm looking for a function that can take a particular input, x, and return the estimated p-value corresponding to a set of empirical data. What I'm looking for is analogous to the normcdf function where you give it an input and it will return a probability corresponding to the normal distribution.
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Akira Agata
Akira Agata on 2 Aug 2017
Edited: Akira Agata on 2 Aug 2017
You want to obtain CDF (which normcdf function generates) or p-value used in hypothesis testing? If what you want is empirical CDF, you can do it by combining ecdf function and some interpolation method.
Jared
Jared on 2 Aug 2017
Looks like this sequence of commands below does what I was looking for.
[f,x]=ecdf(y);
mu=0.5000;
CDFmu=max(f(x<=mu))*100;

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