Calculating the icdf of Gaussian function without using icdf function
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Hi,
I am interested to calculate the icdf (inverse cumulative distribution function) directly from Gaussian plot without using the function.
I have a 2D Gaussian distribution and I am interested to calculating the icdf for each line?
Thanks,
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Mukul Rao
2015-6-25
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Hi , as far as I understand the inverse of multivariate distributions are not uniquely defined. If you would like to determine the cumulative inverse of a slice of data, I would recommend taking the data along the line of interest and either using:
1. The "norminv" function if the mean and standard deviation are known
2. Use the "fitdist" and "icdf" in combination if you would have to first determine what the mean and standard deviations are to begin with.
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