Gaussian Propability Area at different alpha
3 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Good evening, I need some help! I am having a vector of data with a PDF of a Gaussian function. I would like to calculate the value of the probability (so the area under the curve) for different sigma. so it means at 65%, 95% and 99% level of significance. What kind of functions can i use? I was thinking to use the cdf function but how? please someone can help me?
thank you
1 comentario
Wayne King
el 14 de Nov. de 2011
I think you're confusing your terminology. Do you want which value of the random variable is such that 0.65, 0.95, or 0.99 probaility lies under the curve up to that value? Do you this symmetric, so that 0.99 means that you have 0.01/2 in the lower tail and 0.01/2 in the upper tail?
Respuestas (1)
Jonathan
el 14 de Nov. de 2011
I believe this will accomplish your purpose. Let me know.
LoS = .99; % Your level of significance
lower = (1 - LoS) / 2;
upper = 1 - lower;
sigma = norminv([lower upper],0,1) % The desired sigma
0 comentarios
Ver también
Categorías
Más información sobre Creating and Concatenating Matrices en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!