In MATLAB (cumulative distribution function), how can I find the corresponding data point (Y) for any chosen cumulative probability?
17 views (last 30 days)
Show older comments
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)
0 Comments
Accepted Answer
Teja Muppirala
on 29 May 2013
Alternatively, you can use ICDF directly on the probability distribution object
icdf(pd,[0.2 0.466])
0 Comments
More Answers (2)
Image Analyst
on 29 May 2013
Edited: Image Analyst
on 29 May 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);
0 Comments
Brett Hoover
on 26 Jul 2018
Kinda surprised that nobody suggested 1-D interpolation:
target_value = interp1(cdf_probs,cdf_values,target_prob)
1 Comment
Image Analyst
on 27 Jul 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.
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!