Question re: ecdf

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Jared
Jared 2017-8-2
评论： Jared 2017-8-2
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.
  2 个评论
Akira Agata
Akira Agata 2017-8-2
编辑：Akira Agata 2017-8-2
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 2017-8-2
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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