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ecdfhist - Empirical cumulative distribution function histogram

Syntax

n = ecdfhist(f,x)
n = ecdfhist(f,x,m)
n = ecdfhist(f,x,c)
[n,c] = ecdfhist(...)
ecdfhist(...)

Description

n = ecdfhist(f,x) takes a vector f of empirical cumulative distribution function (cdf) values and a vector x of evaluation points, and returns a vector n containing the heights of histogram bars for 10 equally spaced bins. The function computes the bar heights from the increases in the empirical cdf, and normalizes them so that the area of the histogram is equal to 1. In contrast, hist produces bars whose heights represent bin counts.

n = ecdfhist(f,x,m), where m is a scalar, uses m bins.

n = ecdfhist(f,x,c), where c is a vector, uses bins with centers specified by c.

[n,c] = ecdfhist(...) also returns the position of the bin centers in c.

ecdfhist(...) without output arguments produces a histogram bar plot of the results.

Examples

The following code generates random failure times and random censoring times, and compares the empirical pdf with the known true pdf.

y = exprnd(10,50,1); % Random failure times
d = exprnd(20,50,1); % Drop-out times
t = min(y,d);        % Observe the minimum of these times
censored = (y>d);    % Observe whether the subject failed

% Calculate the empirical cdf and plot a histogram from it
[f,x] = ecdf(t,'censoring',censored);
ecdfhist(f,x)
set(get(gca,'Children'),'FaceColor',[.8 .8 1])
hold on

% Superimpose a plot of the known population pdf
xx = 0:.1:max(t);
yy = exp(-xx/10)/10;
plot(xx,yy,'r-','LineWidth',2)
hold off

See Also

ecdf, hist, histc

  


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