cdf

Class: piecewisedistribution

Cumulative distribution function for piecewise distribution

Syntax

p= cdf(obj,x)
p= cdf(obj,x,'upper')

Description

p= cdf(obj,x) returns an array P of values of the cumulative distribution function for the piecewise distribution object obj, evaluated at the values in the array X.

p= cdf(obj,x,'upper') returns the complement of the piecewise distribution cdf evaluated at the values in x, using an algorithm that more accurately computes the extreme upper tail probabilities.

Examples

expand all

Fit Pareto Tails to t Distribution

Fit Pareto tails to a t distribution at cumulative probabilities 0.1 and 0.9.

t = trnd(3,100,1);
obj = paretotails(t,0.1,0.9);
[p,q] = boundary(obj)
p =
    0.1000
    0.9000
q =
   -1.7766
    1.8432

Compute the cdf at the values in q.

cdf(obj,q)
ans =
    0.1000
    0.9000

See Also

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