Statistics Toolbox

Cumulative Distribution Function (cdf)

If f is a probability density function for random variable X, the associated cumulative distribution function (cdf) F is

The cdf of a value x, F(x), is the probability of observing any outcome less than or equal to x.

A cdf has two theoretical properties:

• The cdf ranges from 0 to 1.
• If y > x, then the cdf of y is greater than or equal to the cdf of x.

The cdf function call has the same general format for every distribution in the Statistics Toolbox. The following commands illustrate how to call the cdf for the normal distribution.

• x = [-3:0.1:3];
  p = normcdf(x,0,1);
  

The variable p contains the probabilities associated with the normal cdf with parameters µ=0 and =1 at the values in x. The first input argument of every cdf is the set of values for which you want to evaluate the probability. Other arguments contain as many parameters as are necessary to define the distribution uniquely.

Probability Density Function (pdf)

Inverse Cumulative Distribution Function