0

I have a markov process with 5 states and I have calculated its probability density function using this code

    % Define the function

f = @(y) a0*L_0 + a_neg*expm(A_neg * y)*L_neg + a_pos*exp(-A_pos * (2-y))*L_pos;

pointnums=1000;

y_values = linspace(0, 2, pointnums);   % Generate y values including endpoints
%y_values = y_values(2:end-1);   % Remove the endpoints


for i = 1:length(y_values)
    f_values(i, :) = f(y_values(i));
end

This gives me a matrix with the dimension of pointnums*5

It means each column of the f_values is related to one state of the markov process.

How can I obtain cdf of this system.

Severin Pappadeux
  • 18,636
  • 3
  • 38
  • 64
nemo92world
  • 101
  • 8

0 Answers0