Thread Subject: CDF of a signal

Subject: CDF of a signal

From: naseeb

Date: 15 Nov, 2009 08:00:20

Message: 1 of 3

I need to calculate the cdf of a signal which is from a industry. I tried using the CDF command but it does not work as the signal data does not follow any certain distribution. I think maximum likelihood estimation would work, but not sure how to use that :(

Any suggestion/advice?

Thanks.

Subject: CDF of a signal

From: TideMan

Date: 15 Nov, 2009 10:06:19

Message: 2 of 3

On Nov 15, 9:00 pm, "naseeb " <adnan....@gmail.com> wrote:
> I need to calculate the cdf of a signal which is from a industry. I tried using the CDF command but it does not work as the signal data does not follow any certain distribution. I think maximum likelihood estimation would work, but not sure how to use that :(
>
> Any suggestion/advice?
>
> Thanks.

I'm not sure what "a signal which is from a industry" means, but if
you mean it is real data, then you probably need the empirical cdf
which you can calculate using:
help hist - to calculate the pdf
help cumsum - to integrate the pdf into its cdf

Subject: CDF of a signal

From: Peter Perkins

Date: 15 Nov, 2009 14:14:57

Message: 3 of 3

naseeb wrote:
> I need to calculate the cdf of a signal which is from a industry. I tried using the CDF command but it does not work as the signal data does not follow any certain distribution. I think maximum likelihood estimation would work, but not sure how to use that :(

Naseeb, since you mention the CDF function, it seems as if you have access to the Statistics Toolbox. It sounds like you want to make some kind of non-parameteric estimate of a CDF based on your data. I think what you're looking for is either the ECDF function, or the KSDENSITY function, the latter with the 'Function' parameter set to 'CDF.

Hopsing

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maximum likelih... naseeb 15 Nov, 2009 03:04:03
cdf naseeb 15 Nov, 2009 03:04:02
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