[f,x]=ecdf(y) definationf of x

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JM
JM 2022-6-22
编辑: Torsten 2022-6-22
Hallo everyone,
Now i just do the statsic data analysis by ecdf function.
so i have a matrix, and i change this matrix in to a colum.
[f,x]=ecdf(y)
y represent this colum. then i get a colum of f and a colum of x, and plot (x, f),
i would like to know what it means for x, f is the cumulative function, also the probility.
how they caculate f and x based on the y
Thank so much
Jialin

采纳的回答

Torsten
Torsten 2022-6-22
There are six literature reference at the bottom of the page.
Usually, the minimum and maximum value of the y-data is determined. The interval [ymin,ymax] is divided in a certain number of subintervals (bins). According to their value, the y-data are put into the bin where they belong. Then the number of y-data in each bin is divided by the total number of y-data. Let us call these values bi (i=1,...,n = number of bins) (note that they sum to 1). Then it is set
B1 = b1
B2 = b1+b2
...
Bn-1 = b1 + b2 + ... + bn-1
Bn = 1
and the B1,B2,...,Bn are plotted as ecdf.
  5 个评论
JM
JM 2022-6-22
hallo Torsten
I just want to confirm, this following diagram is from plot(x,f)
this x axis is minpoint of bins.right?
for this histogram, the data is also based on the y.
for this y axis, is also frequency. and this x axis, i don't understand why there is negative value, actually all the value from Y is positive.
Torsten
Torsten 2022-6-22
编辑:Torsten 2022-6-22
this x axis is minpoint of bins.right?
Yes, your y-data seem to range between 0 (ymin) and 0.8 (ymax).
i don't understand why there is negative value, actually all the value from Y is positive.
My guess is that you chose a normal distribution to approximate your empirical pdf - and the normal distribution has mass on the complete real axis (thus also for y being negative). That's why approximating your empirical pdf by a normal distribution is most probably a bad choice. Try a LogNormal distribution or something advised in the literature for your application.

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