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Questions tagged [cumulative-distribution-function]

15 questions
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Derivative of Cumulative distribution function w.r.t. different parameters in Python

I have the following python code: stats.norm.cdf((log((H ** 2) / (S * X))) / (sigma * sqrt(T)) + (1 + mu) * sigma * sqrt(T)) I am trying to get the derivative w.r.t. S, X, sigma, and T of the cdf. In other words, I am trying to find $ d/dX…
Tobias
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Is there a function in r to find percentiles and percentile ranks using cumulative frequency distribution?

Our professor wants us to use the cumulative frequency distribution created for a dataset to find percentiles and percentile ranks. It is easy to calculate them from the original data set values, but confusing when using cumulative frequency…
Pawan Singh
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Find the Sum of Cumulative Proability in Excel

Im wondering how I would calculate the Sum of a Cumulative Probability in Excel? I have attached the column of values that I am working with. Any help is appreciated I have tried finding the mean/average of the values and then std deviation, then…
Sofia1998
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Fit a smoothed/cumulative distribution function to data and predict x from given y

I need to fit a smoothed/cumulative distribution function to my data and afterwards be able to predict the x-value by a given y, this is what my code looks like atm but it doesn´t work as expected, because loess probably isn´t the right method (even…
Max_
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Probability Interval for a CCDF Plot in R

I have a CCDF plot in R for the whole probability exceedance (from 0-1). I want to see just the results of a probability interval from 10^(-3) to 10^(-8). How can I implement this? My code: # data n01 <- rnorm(1000, mean = 27947623, sd =…
penelope
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Cumulative plot in R - One line showing thicker than others

I wrote the below code to create this cumulative plot but for some reason, the green line is showing thicker than the other lines on the plot. Below is the code I am using: plot(ecdf(data1[data1$Group=="0-25",]$Change_in_PM2.5), xlim=c(-1,1), …
T.P.
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Using Cumulative and Percent Rank functions in my query

I'm working on this query and would like to use the cumulative distribution or percent rank function to provide me with cumulative distribution and the percent rank for field 'leads distribution'. however, it appears that when the decile value is…
user19537695
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Potentially Normal Iterator Behaviour which seems like "Weird behaviour in Python Itertools Monte Carlo using itertools.takewhile"

Edit after slothrop's comment: It seems that takewhile eats up the last checked object in iterators (see comment) which means there is no telling if the next element will also satisfy the condition, which makes calculation problematic. Using…
WonderfulWonder
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Why I am not able to draw spatial plot after finding quantiles of my data?

Why I am not able to draw spatial plot after finding quantiles of my data? I am trying to plot precipitation variable spatially in order to see the inverse cumulative distribution of the same. So, while finding the inverse cumulative distribution,…
mmkaradan
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How to make a cumulative percentage graph in Contingent Valuation Method with R?

Researchers, and Professors Willingness To Pay(WTP) was calculated using Contingent Valuation Method. The differences in WTP between the groups were divided by personal characteristics variables. Is it possible to draw a cumulative probability graph…
GiYoung Chae
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Calculate CDF of a log normal distribution knowing mean and mode

I know that a distribution is a log normal with mean = 4744 and mode = 3777. I need to calculate the probability of X being lower than the mean. In order to do so I need to calculate the CDF of my log normal distribution, and I know that I need to…
Lorenzo Damiani
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create and plot a cumulative probability density function with custom bin # and sizes of stock price ROC in R

I want to import daily stock market price data into R from any ticker, and examine one historical time segment of it. Then, from this segment, convert these prices into daily ROC/rateofchange % changes. Next, take this ROC series and create a…
lvbx9
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Python: Confidence intervall for arbitrary probability distribution function

Is there a method in python to calculate the mean and confidence interval of an array of data points with an arbitrary probability distribution function? I need to calculate the mean and confidence interval for the convolution of a discrete Gaussian…
Philipp J
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How to get cumulative distribution function from discrete numbers in python

I'm new to this topic, this question may be dumb. I did some experiments, results and their occurrence are list below. I need to convert these discrete numbers into probability distribution and cumulative distribution (x axis is results and y-axis…
Harry
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Pnorm (Cumulative Distribution Function of Normal Distribution) Underlying Formula Needed

In R, what is the underlying function that creates this output? pnorm(0.079) 0.5314837 For context I want to determine what value x should be pnorm(x) so that the result is equal to 0.50. I can't do that unless I know the underlying formula
nak5120
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