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Thread Subject:
Calculate probability from CDF

Subject: Calculate probability from CDF

From: naseeb

Date: 21 Jul, 2009 18:38:01

Message: 1 of 3

Hi,
For a random signal, x = randn(1,1000)
if I want to calculate what is the probability of the signal to cross a particular value e.g. 2, how to do it from CDF?

Thanks.

Subject: Calculate probability from CDF

From: Bruno Luong

Date: 21 Jul, 2009 19:01:03

Message: 2 of 3

"naseeb " <adnan.iut@gmail.com> wrote in message <h451u9$72q$1@fred.mathworks.com>...
> Hi,
> For a random signal, x = randn(1,1000)
> if I want to calculate what is the probability of the signal to cross a particular value e.g. 2, how to do it from CDF?
>

help erf

Bruno

Subject: Calculate probability from CDF

From: Peter Perkins

Date: 21 Jul, 2009 22:59:40

Message: 3 of 3

naseeb wrote:
> Hi,
> For a random signal, x = randn(1,1000)
> if I want to calculate what is the probability of the signal to cross a particular value e.g. 2, how to do it from CDF?

If you have access to the Statistics Toolbox, see NORMCDF. If not, as Bruno says, see ERF or ERFC.

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