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Topic: Cumulative distribution function


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In the News (Tue 24 Nov 09)

  
  1.3.6.2. Related Distributions
The percent point function (ppf) is the inverse of the cumulative distribution function.
The hazard function is the ratio of the probability density function to the survival function, S(x).
The cumulative hazard function is the integral of the hazard function.
www.itl.nist.gov /div898/handbook/eda/section3/eda362.htm   (597 words)

  
 Statistics Glossary - Probability
The probability-probability (P-P) plot is constructed using the theoretical cumulative distribution function, F(x), of the specified model.
The quantile-quantile (Q-Q) plot is constructed using the theoretical cumulative distribution function, F(x), of the specified model.
The Geometric distribution is related to the Binomial distribution in that both are based on independent trials in which the probability of success is constant and equal to p.
www.cas.lancs.ac.uk /glossary_v1.1/prob.html   (3540 words)

  
  Cumulative Distribution Function   (Site not responding. Last check: 2007-11-07)
The cumulative distribution function, F(x), denotes the area beneath the probability density function to the left of x.
The area of the shaded region of the probability density function in the figure is 0.2525.
Mathematically, the cumulative distribution function is equal to the integral of the probability density function to the left of x.
www.engineeredsoftware.com /lmar/cumulati.htm   (151 words)

  
 Deriving Reliability Functions, this issue's Reliability Basic
The pdf function is essentially a continuous form of a histogram, which is a bar chart that characterizes the relative frequency of an occurrence.
This is because the area under the curve of the pdf is always equal to 1, and the cdf is essentially measuring the area under the pdf curve from zero to the point of interest.
This function can be used to derive other functions that are important to life data analysis, including the unreliability function, the reliability function, the failure rate function, the mean life function, and the BX function.
www.weibull.com /hotwire/issue13/relbasics13.htm   (796 words)

  
 PlanetMath: distribution function   (Site not responding. Last check: 2007-11-07)
It is clear that the distribution function of
See Also: density function, cumulative distribution function, random variable, probability distribution function, geometric distribution
This is version 13 of distribution function, born on 2002-09-11, modified 2006-11-20.
planetmath.org /encyclopedia/DistributionFunction.html   (142 words)

  
 Cdf (JMSL Numerical Library)
(The gamma function is the integral from 0 to
The gamma distribution is often defined as a two-parameter distribution with a scale parameter b (which must be positive), or even as a three-parameter distribution in which the third parameter c is a location parameter.
The individual terms are calculated from the tails of the distribution to the mode of the distribution and summed.
www.vni.com /products/imsl/jmsl/v40/api/com/imsl/stat/Cdf.html   (4747 words)

  
 Abstracts of Papers by John Kolassa
Calculations for the logistic distribution are presented to illustrate the case of a known but intractable cumulant generating function, and an example involving an overdispersed binomial model is presented to illustrate the case of an unavailable cumulant generating function.
The equilibrium distribution of this chain approximates the joint distribution of the sufficient statistics associated with the parameters of interest conditional on the observed values of the sufficient statistics associated with the nuisance parameters.
This approximation is then used iteratively in conjunction with MC methods to generate a sample from a distribution that approximates the joint distribution of the sufficient statistics associated with the parameters of interest conditional on the observed values of the sufficient statistics associated with the nuisance parameters.
www.stat.rutgers.edu /~kolassa/abs.html   (2822 words)

  
 PlanetMath: cumulative distribution function   (Site not responding. Last check: 2007-11-07)
is a discrete random variable, then the cumulative distribution can be expressed as
Cross-references: density, continuous random variable, discrete random variable, right, continuous, monotonically nondecreasing, properties, satisfies, function, random variable
This is version 5 of cumulative distribution function, born on 2001-10-26, modified 2004-03-11.
planetmath.org /encyclopedia/CumulativeDistributionFunction.html   (71 words)

  
 Cumulative distribution function - Definition, explanation
It is conventional to use a capital F for a cumulative distribution function, in contrast to the lower-case f used for probability density functions and probability mass functions.
Every cumulative distribution function F is monotone increasing and continuous from the right.
The Kolmogorov-Smirnov test is based on cumulative distribution functions and can be used to test to see whether two empirical distributions are different or whether an empirical distribution is different from an ideal distribution.
www.calsky.com /lexikon/en/txt/c/cu/cumulative_distribution_function_1.php   (409 words)

  
 Gaussian distribution: FAQ. D'Errico.   (Site not responding. Last check: 2007-11-07)
Even when a distribution may not be truly normal, it may still be convenient to assume that a normal distribution is a good approximation.
The standard (mean=0 and variance=1) normal density function is 1 -(1/2)*x^2 Z(x) = ---------- e sqrt(2*pi) For mean=mu and variance=sigma^2 1 -(1/2)*((x-mu)/sigma)^2 Z(x) = ---------------- e sigma*sqrt(2*pi) The normal distribution with mean=mu and variance=sigma^2 is customarily referred to as N(mu,sigma^2).
The cumulative normal, referred to here by P(X), is simply the integral of Z(x) dx from minus infinity to X. We will use Q(X) to refer to the integral of Z(x) dx from X to plus infinity.
www.pitt.edu /~wpilib/statfaq/gaussfaq.html   (1510 words)

  
 1.3.6.7.1. Cumulative Distribution Function of the Standard Normal Distribution
Cumulative Distribution Function of the Standard Normal Distribution
This can be used to compute the cumulative distribution function values for the standard normal distribution.
To use this table with a non-standard normal distribution (either the location parameter is not 0 or the scale parameter is not 1), standardize your value by subtracting the mean and dividing the result by the standard deviation.
www.itl.nist.gov /div898/handbook/eda/section3/eda3671.htm   (313 words)

  
 Definition of cumulative distribution function - Merriam-Webster Online Dictionary
: a function that gives the probability that a random variable is less than or equal to the independent variable of the function
Learn more about "cumulative distribution function" and related topics at Britannica.com
Find more about "cumulative distribution function" instantly with Live Search
www.m-w.com /dictionary/cumulative+distribution+function   (64 words)

  
 st: RE: cumulative distribution function (assigned values)
In other > words, I would like to get those values stored in a new > variable, that are > used by the command "cdf varname" to plot the sample cumulative > distribution function of varname.
> I don't think the command "cumul varname" will not work for > my case, since > my variable contains several observations with the same > values, but "cumul > varname" assigns different values to to these, depending > how they were > initially ordered.
Previous by thread: st: cumulative distribution function (assigned values)
www.stata.com /statalist/archive/2003-06/msg00043.html   (191 words)

  
 Exponential Cumulative Distribution Function
Computes the exponential CDF at each of the values in X.
The value returned has the same type, column dimension and row dimension as X.
The value mu must be a positive real or double scalar.
www.omatrix.com /manual/expcdf.htm   (36 words)

  
 INVCDF: Stata module to invert the cumulative distribution function
invcdf applies the inverse empirical cumulative distribution function (the quantile function) of a reference variable to the values of another variable.
If you experience problems downloading a file, check if you have the proper application to view it first.
Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using
ideas.repec.org /c/boc/bocode/s448802.html   (210 words)

  
 Lab 4: probability distributions, averaging, and Jensen's inequality
Defining your own functions can be handy if you need to work on a regular basis with a distribution that uses a different parameterization than the one built into the standard R function.
The key to compounding distributions in R is that the functions that generate random deviates can all take a vector of different parameters rather than a single parameter.
Plot the distribution and superimpose the theoretical distribution of the negative binomial with the same mean and variance to see how different the shapes of the distributions are.
www.zoo.ufl.edu /bolker/emdbook/lab4.html   (2941 words)

  
 Spartanburg SC | GoUpstate.com | Spartanburg Herald-Journal   (Site not responding. Last check: 2007-11-07)
Ironically, the three word phrase "cumulative distribution function" is regarded as an anachronism by professional probabilisits and many academic statisticians.
Every cumulative distribution function F is (not necessarily strictly) monotone increasing and continuous from the right (right-continuous).
As an example, suppose X is uniformly distributed on the unit interval [2].
www.goupstate.com /apps/pbcs.dll/section?category=NEWS&template=wiki&text=cumulative_distribution_function   (504 words)

  
 M-Lab 6: Densities of Random Variables
The exponential density and distribution functions are related by the fact that the second is just one minus the first.
The cumulative distribution function is useful for computing probabilities that a binomial random variable lies in a range.
The parameter that we used in class to define the exponential distribution is lambda (the rate), MATLAB uses beta as the parameter, where beta is the mean of the exponential distribution (the mean time).
www4.stat.ncsu.edu /~boos/mlab/mlab6.html   (1536 words)

  
 Probability density function Summary
A probability density function is non-negative everywhere and its integral from −∞ to +∞ is equal to 1.
Not every probability distribution has a density function: the distributions of discrete random variables do not; nor does the Cantor distribution, even though it has no discrete component, i.e., does not assign positive probability to any individual point.
In the field of statistical physics, a non-formal reformulation of the relation above between the derivative of the cumulative distribution function and the probability density function is generally used as the definition of the probability density function.
www.bookrags.com /Probability_density_function   (1371 words)

  
 Normal Distribution - Probability Plotting
By rearranging the normal cumulative distribution function, a linear expression can be obtained.
is the inverse of the standard normal cumulative distribution function.
The cumulative distribution function, F(x), is usually estimated from the median rank, but other estimates such as the mean rank and the Kaplan-Meier product limit estimator are also used.
www.engineeredsoftware.com /lmar/pe_normal_pp.htm   (490 words)

  
 "p" functions
The "p" functions return the cumulative distribution of a probability distribution.
The quantiles, given by the "q" functions, are inverse to the cumulative distribution function.
Show that the cumulative distribution function and quantile function are inverse to each other.
www.math.csi.cuny.edu /st/stRmanual/pFunctions.html   (167 words)

  
 1.3.6.6.14. Power Lognormal Distribution
Since the general form of probability functions can be expressed in terms of the standard distribution, all subsequent formulas in this section are given for the standard form of the function.
is the cumulative distribution function of the standard normal distribution.
The power lognormal cumulative hazard function can be computed from the power lognormal cumulative distribution function.
www.sbtionline.com /nist/eda/section3/eda366e.htm   (494 words)

  
 Statistics Glossary - random variables and probability distributions
The cumulative distribution functions of two independent random variables X and Y are related by
This probability density function (p.d.f.) is a symmetrical, bell-shaped curve, centred at its expected value µ.
The Poisson distribution can sometimes be used to approximate the Binomial distribution with parameters n and p.
www.stats.gla.ac.uk /steps/glossary/probability_distributions.html   (2101 words)

  
 Normal Distribution Function   (Site not responding. Last check: 2007-11-07)
Note that the normal distribution function is generally known as the bell curve, which appears frequently in statistics and fairly accurately describes the distribution of test scores.
In addition, plot both the normal distribution function and the cumulative normal distribution function in the same plot.
Given the average and standard deviation, write a Mathcad function to return the percentile corresponding to a given score when probability distribution follows the normal curve.
www.ench.umd.edu /~nsw/ench250/normal.htm   (394 words)

  
 mathepi.com
The probability density function of X is constructed so that the area under the curve between a and b is the chance of the value of X being in the interval.
For those of you who are comfortable with calculus, the integral of the probability density function is the cumulative distribution function.
Remembering that the cumulative distribution function (CDF) specifies a real valued random variable, it would be nice if there was a way to use the CDF of a random variable to just generate random values from the distribution.
www.mathepi.com /comp/spring2b.html   (2457 words)

  
 Listing of NCL Functions by Category
Calculates the binomial density of a cumulative distribution function.
Calculates the intergral of a cumulative chi-square distribution function.
Calculates the integral of a cumulative gamma distribution function.
www.ncl.ucar.edu /Document/Functions   (5675 words)

  
 Cumulative Distribution Function)
CDF, or cumulative distribution function, plots display exactly the same information as do histograms.
The difference is that the histogram values are summed as the fluorescence intensity increases; thus, the CDF begins at 0% (left axis) and ends at 100% (right axis).
CDF plots are extremely useful for quickly finding the fluorescence of a distribution corresponding to any given percentile (such as the median).
www.treestar.com /flowjo/v3/html/graphcdf.html   (181 words)

  
 Cumulative Normal Distribution
The Cumulative Normal Distribution function calculates the probability that a value exists which is less than the input in a series with mean of 0 and a standard deviation of 1.
The cumulative distribution function is defined as the probability that a series has a value less than the given value.
The standard normal version of function calculates this probability for a series with a mean of 0 and a standard deviation of 1.
www.tradingsolutions.com /functions/CumulativeNormalDistribution.html   (144 words)

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