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probability distribution function (normal distribution)

version 1.2 (1.63 KB) by

This function calculates the probability under the normal distribution curve

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This function calculates the probability under the normal distribution curve, plots the graph and the area calculated.

%Normaldistribution
%
% calculating the area under a normal distribution curve
% from -ve infinity upto point x.
%
% Input:
% x : point on the normal distribution curve
% mean : mean of the normal distribution curve
% sigma : standard deviation of the normal distribution curve
% (hint: normal dist mean=0, sigma=1)
% plotting: Plot the calculated area if plotting = 1
% Output: area under the curve.
%
% Example:
% x=[-20:20] % your data points
% sigma=length(x)/2/3.5 % PDF width is 3.5 sigma
% mean=0 % mean between -20 and 20
% normaldistribution(0, mean, sigma,1) % Calculate area from -inf to 0
%
%
% Author:
% Sherif Omran
% University and university hospital of Zurich
% Date: May 2009
% Part of my phd thesis:
% email: sherif.omran@gmx.de
%-------------------------------------------------------------------------%

Comments and Ratings (3)

ss grandite

This is a cdf (cumulative density function), actually. If you need better than 2 decimel places of accuracy, you can increase the resolution manually.

cabrego

The shaded area in the function input below appears to be a little buggy, is that correct?

normaldistribution(.8686,1.02,.0829,1)

Sherif Omran

I made an example to use my code. Assume you have a distribution from -20 to 20 with mean at 0, and you want to calculate the area from -inf to 0

Example:
x=[-20:20] % your data points
sigma=length(x)/2/3.5 % standard div. normal dist. with is 3.5
mean=0 % mean of distribution
normaldistribution(0, mean, sigma,1)

Updates

1.2

Added an example on how to use it

1.1

corrected the title: from prbability into probability

MATLAB Release
MATLAB 7.6 (R2008a)

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