Gaussian Propability Area at different alpha
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Good evening, I need some help! I am having a vector of data with a PDF of a Gaussian function. I would like to calculate the value of the probability (so the area under the curve) for different sigma. so it means at 65%, 95% and 99% level of significance. What kind of functions can i use? I was thinking to use the cdf function but how? please someone can help me?
thank you
1 Kommentar
Wayne King
am 14 Nov. 2011
I think you're confusing your terminology. Do you want which value of the random variable is such that 0.65, 0.95, or 0.99 probaility lies under the curve up to that value? Do you this symmetric, so that 0.99 means that you have 0.01/2 in the lower tail and 0.01/2 in the upper tail?
Antworten (1)
Jonathan
am 14 Nov. 2011
I believe this will accomplish your purpose. Let me know.
LoS = .99; % Your level of significance
lower = (1 - LoS) / 2;
upper = 1 - lower;
sigma = norminv([lower upper],0,1) % The desired sigma
0 Kommentare
Siehe auch
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!