Defining the 95% of data which are around the mean value
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For a given set of data, how can I define which of those correspond to the 95% of the data which are around the mean value?
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Image Analyst
on 31 Jul 2013
I'd sort the data using sort(). Then use cumsum() to get the cdf. Normalize the CDF then go from the 2.5% element to the 97.5% element using find() to find the elements (values) where the data starts and stops. It's pretty easy, but let me know if you can't figure it out.
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Giorgos Papakonstantinou
on 31 Jul 2013
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Tom Lane
on 1 Aug 2013
It sounds like Image Analyst is talking about the cumsum of a vector that assigns probability 1/N to each of N points. However, you could take the 0.025*N and 0.975*N values from the sorted vector directly, converting the index to an integer as you see fit.
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