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Re: Histogram & Cumulative Distribution Functions [message #40744 is a reply to message #40743]

Fri, 27 August 2004 16:04

Justin[3]
Messages: 8
Registered: November 2003

Junior Member

To get the CDF from a (discrete) PDF use the TOTAL function with the
CUMULATIVE keyword:

So if h is the output of HISTO then:
cumul = TOTAL(h, /CUMULATIVE)
tot = TOTAL(FLOAT(h))
pdf = cumul/tot

To find the 95th percentile use VALUE_LOCATE on the pdf to get the index of
the array element closest to 0.95

index = VALUE_LOCATE(pdf, 0.95)

If 'l' contains the histo locations then your 95th percentile is at:
l[index]

Make sure you have enough bins in the histogram otherwise the percentile
value can be coarse. You could even create a new histogram (just for the
cdf calculation) with nbins >= number of data points to give an accuarate
percentile value.

Hope this helps,

Justin

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[Message index]

		Re: Histogram & Cumulative Distribution Functions By: sdj on Mon, 30 August 2004 06:52
		Re: Histogram & Cumulative Distribution Functions By: Justin[3] on Fri, 27 August 2004 16:08
		Re: Histogram & Cumulative Distribution Functions By: Justin[3] on Fri, 27 August 2004 16:04

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