Questions tagged [cdf]

CDF is an acronym for cumulative distribution function. While the pdf gives the probability density of each value of a random variable, the cdf (often denoted F(x)) gives the probability that the random variable will be less than or equal to a specified value.

A cumulative density function describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x.

The cdf of a discrete random variable is the summation of the probability mass function (pmf) of that distribution. If the random variable is continuous, this turns out to be the integral of the probability density function (pdf).

enter image description here

In applied statistics, cdfs are important in comparing distributions, playing a role in plots (e.g., pp-plots), and hypothesis tests (e.g., the Kolmogorov-Smirnov test).

Strongly related to


Common Data Format

Please pay attention another acronym for CDF is describe in and here is the NASA link for more details.

341 questions
0
votes
1 answer

CDF of MultivariateNormalDiag in tensorflow

I can run this example from here: mu = [1, 2, 3.] diag_stdev = [4, 5, 6.] dist = tf.contrib.distributions.MultivariateNormalDiag(mu, diag_stdev) dist.pdf([-1., 0, 1]) but when I substitute the last line for dist.cdf([-1., 0, 1]) I get a not…
Phoenix666
  • 183
  • 1
  • 14
0
votes
0 answers

How to implement cumulative distribution function using interval alpha, beta and X in Python?

How do I plot/code the cumulative distribution function using parameters alpha, beta and X as intervals, rather than real values. i.e.: alpha would be = [0.5;1.2] instead of just a "normal" value like 0.5? Code above: alpha = self.alpha beta =…
Lucas Lisboa
  • 85
  • 1
  • 13
0
votes
0 answers

Optimizing code for reading in multiple files from CDF format and into a pandas dataframe

#Code for Defined Function, returning pandas dataframe def convert_cdfs_to_dataframe(filelist, varlist): #import spacepy and delorean for cdfs and datetimes from spacepy import pycdf from delorean import Delorean #create empty numpy…
M. Cuesta
  • 37
  • 1
0
votes
0 answers

to calculate CDF of a continuous regression

I need to calculate a CDF for a regression.I have N observations, I need to reestimate coefficients(beta) in a joint distribution. Yobs is my observations and Y is calculated by X(matrix of predctors)* array of coefficients(betas) def CDF(beta): …
elnaz irannezhad
  • 319
  • 2
  • 3
  • 12
0
votes
1 answer

Error- Plot PDF and CDF Bokeh : unsupported operand type(s) for /: 'list' and 'int'

I am trying to read a csv and calculate the PDF and CDF with Bokeh. I am getting error. The input file is keyword and freq. The distribution of the frequency is to plotted. The input below are few rows from more than 50k rows.…
Sitz Blogz
  • 1,061
  • 6
  • 30
  • 54
0
votes
1 answer

R: Turn a [KDE] density plot into a cdf?

Data: 34,46,47,48,52,53,55,56,56,56,57,58,59,59,68 Density Plot ECDF What I'd like to do is take the derived density plot and turn it into a cumulative distribution frequency to derive %'s from. And vice versa. My hope is to use the kernel…
thistleknot
  • 1,098
  • 16
  • 38
0
votes
1 answer

R: area under curve of ogive?

I have an algorithm that uses an x,y plot of sorted y data to produce an ogive. I then derive the area under the curve to derive %'s. I'd like to do something similar using kernel density estimation. I like how the upper/lower bounds are smoothed…
thistleknot
  • 1,098
  • 16
  • 38
0
votes
1 answer

IndexError: too many indices for array Numpy Plotting CCDF with CSV

I am trying to plot a CCDF using numpy and input is csv with #keywords as col[0] and frequency as col[1]. Input #Car,45 #photo,4 #movie,6 #life,1 Input has more than 10K rows and two column out of which col[0] is not used at all and only the…
Sitz Blogz
  • 1,061
  • 6
  • 30
  • 54
0
votes
0 answers

Obtain marginal CDF from joint CDF through simulation

How can I evaluate the marginal cumulative distribution function of a set of random variables for which I do not have the CDF in closed form. I can, however, simulate from a joint distribution involving this set of variables. To be more specific,…
0
votes
1 answer

created a nested cdf that doesn't reach 1

Here is some workable example of data I wish to plot: set.seed(123) x <- rweibull(n = 2000, shape = 2, scale = 10) x <- round(x, digits = 0) x <- sort(x, decreasing = FALSE) y <- c(rep(0.1, times = 500),rep(0.25, times = 500),rep(0.4, times =…
user08041991
  • 617
  • 8
  • 20
0
votes
1 answer

Cumulative distribution in python

I need to calculate the CDF of two data sets and correct the CDF of first data set using the CDF of second. I've used the below shown code to find the CDF. sorted_data =…
pkv
  • 107
  • 1
  • 11
0
votes
0 answers

how to find out the 50% 75% and 90% point in cumulative distribution function in R

I have a huge amount of data and I used ecdf function in R to calculate the cumulative distribution function. However, I can't figure out how can I get the 50% or 75% point in this function. For example, 0.5 = Fn(x) How can I find the x value or is…
Alan Yu
  • 85
  • 10
0
votes
0 answers

C++ fast log-normal cdf approximation

In C++ I want to create a function that takes a vector of numbers as input and output a vector of CDF values. The following is my attempt: #include vector lognormCDF(vector& input, double…
chengcj
  • 888
  • 2
  • 8
  • 22
0
votes
1 answer

R comulative distribution charts

I'm quite a beginner at using R for visualization of data. I've generated comulative distribution chart with following code: if (length(first$dtl) > 0) {first_cdf <- ecdf(first$dtl)} else first_cdf <- 0 cdf_range <- range(0, first$dtl,…
Bostjan
  • 1,455
  • 3
  • 14
  • 22
0
votes
1 answer

Gnuplot CCDF plotting and log-log scale

My data file is a set of sorted single-column: 1 1 2 2 2 3 ... 999 1000 1000 I am able to successfully plot the CDF using the command like (assuming 10000 lines in the file): plot "file" using 1:(1/10000.) smooth cumulative title "CDF" I am also…
haos
  • 25
  • 3