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).

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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.

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How to set x-axis with decreasing power values in equal sizes

Currently I am doing some cumulative distribution plot using R and I tried to set x-axis with decreasing power values (such as 10000,1000,100,10,1) in equal sizes but I failed: n<-ceiling(max(test)) qplot(1:n, ecdf(test)(1:n),…
Frown
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Way to get the value of an empifical cdf

All, I have an array as follows: x=runif(1) cdf=cumsum(c(.2,.5,.1,.05,.05,.01,.09)) >p [1] 0.20 0.70 0.80 0.85 0.90 0.91 1.00 How do I return the index of the corresponding cdf entry for x? for example, .1 would return 1, .98 would return 7)
Rik
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How to get cumulative distribution function correctly for my data in python?

Hello everyone i have a list of values for which i need to get cumulative distribution function i have saved this list in a variable name yvalues [0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0, 13.0, 14.0, 15.0, 16.0, 17.0,…
Harish
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cdf plot r for data different row number

I am trying to make a cdf plot for data with a lot of rows, I made a function: Cdf3<-function(a,b,c){ df <- data.frame(x = c(a$Speed,b$Speed,c$Speed),ggg = factor(rep(1:3, c(nrow(a),nrow(b),nrow(c))))) df <- df[order(df$x), ] df$ecdf <- ave(df$x,…
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Cumulative distribution function (hypergeometric)

I need to find out how to calculate the 'hypergeometric cdf': I know how the function looks like and how it works but I have a few problems tipping the function into python: def hypergeometricCDF(N,K,n,x): """ Call: p =…
Veysel
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matplotlib multiple plots in one figure strange happen

I tried to plot a distribution pdf and cdf in one plot. If plot together, pdf and cdf are not matched. If plot separately, they will match. Why? You can see both green curves from same equation, but shows different shape... def…
rfeynman
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CDF for a truncated poisson distribution

Hi Iam looking for the cumulative distribution function for truncated poisson random variable. I can find it for the regular "poisson cdf", MATLAB gives this: p = poisscdf(x,lambda) returns the Poisson cdf at each value in x using the corresponding…
Danny
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Expected number of points in a cubic volume given a GMM

I have a 3D space which I discretized in voxels (cubes of volume). I also have a set of 3D points in such space. I want to know the expected number of points in a given voxel. I chose GMM as a model for this purpose, but I do not know how to…
marcotama
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Getting the cumulative distribution function for Sqrt(X) from the cumulative distribution function for X

I've a data set X which consists of randomly generated numbers. My aim is to plot the cumulative distribution function for square root of X without generating data set for square root of X. I'm confused and could not think of a solution. Can…
Saurabh Gokhale
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t copula & t-distribution in matlab

my data set compromises 7 monthly indices spanning over 20 years. Monthly returns of each index is stored under variable "returns". I would like to model the return on each asset class separately following a t-distribution, and then impose a…
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In matlab,how to plot cdf graph?

In matlab, if I have this code : v=10; for t=1:v Rateall(1:v) = (1/2)*(log2(1+SINR1)+log2(1+SINR2)); distanceall(1:v)=pdist([randomclusters{1};randomclusters{2}],'euclidean'); end Rateall has 10 values and distanceall has 10 values…
user3482135
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Desired probability distribution

I have a data "zcosmo" that follows a certain distribution. It has many fluctuations (i.e it increases slightly at some point and then flattens etc, but overall it increases from 0 to 0.5). So I fit the data using a function that follows the…
user3397243
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How to overlay a cdf curve on a scatterplot?

We are trying to overlay a cdf curve on our bootstrapped scatterplot. This is our code so far and we can supply the data at your request, but when we attempt to run our lines function a flat line is drawn at the bottom. If someone could help explain…
user2797361
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Use inverse CDF to generate random variable in R

First, I have no idea wether the professor gave the wrong question. Anyway, I tried to generate F(x)~U(0,1), where CDF F(x)=1-(1+x)exp(-x) (For this CDF, you could not calculate x=g(F(x)) by hand). And then calculate the root of F(x) to achieve what…
Zander
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How can I plot two cumulative distributions curve as line type in same plot

I want to plot cumulative distributions curve for Weibull distribution over empirical cumulative distribution curve. I have tried with this several times but it does not serve the way I want. Here is the…
user2968058
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