Question re: ecdf

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 Commenti

Akira Agata
Akira Agata il 2 Ago 2017
Modificato: Akira Agata il 2 Ago 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.
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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il 2 Ago 2017

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il 2 Ago 2017

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