There exists, logspace, linspace, what about probability space?

Hi guys,

I want to create a set from [0,1] that's equally spaced in a probability plot such as for Probability of Detection vs Probability of False Alarm graphs.

logspace is sort of what I want but not exactly.

Is there a function for "probspace"?

Thanks, William

Answer 1

[Walter Roberson]

No. But you can use fsolve() or the like to solve the cdf for particular values.

probspace = @(CDF, XMin, XMax, N) arrayfun( @(p) fsolve( @(x) CDF(x)-p, [Xmin, XMax]), linspace(0,1,N) );

XMin and XMax are required because probability functions vary in the range they are defined over.

CDF should be the function handle of the cumulative distribution function for the probability distribution you are interested in.

Answer 2

[Tom Lane]

You haven't said what probability distribution you want. If it's the standard normal distribution, you could try

norminv(.1:.1:.9) % if you have the Statistics Toolbox

sqrt(2)*erfcinv(2*(.1:.1:.9)) % if you do not

This will give you values that are equally space on the probability scale, but are not themselves between 0 and 1.