Inverse Cumulative distribution function
3 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Bashar AlHalaq
el 30 de Mzo. de 2021
Comentada: Jeff Miller
el 6 de Abr. de 2021
Hi,
if i have the following CDF :
F(X)=1/1+b(1+b-(1+b+qx/b))(1+x/b)^-q
How can I find x=inverse(F(x))
with my best reguards
0 comentarios
Respuesta aceptada
Jeff Miller
el 31 de Mzo. de 2021
Suppose you have a function called thisCDF which computes the CDF for your distribution. Then define
function x = inverseF(p)
inverseFerr = @(x) thisCDF(x) - p;
x = fzero(inverseFerr,0.5); % replace 0.5 with a starting guess for x
end
Now
x = inverseF(0.5) % compute the median, etc
5 comentarios
Jeff Miller
el 6 de Abr. de 2021
I don't know what you are trying to compute so I can't say for sure whether your code is correct, but a few things make me suspect it is not correct:
- The CDF should reach 1 and not stabilize at 0.7. Maybe your CDF function is not correct (e.g., why does it start with 1/1+... which is the same as 1+....?). What distribution are you actually trying to work with?
- Your inverseF function does not call fzero so it is not getting x values with the cdf of u. Instead, it is computing the CDF of u.
Más respuestas (1)
Ver también
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!