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MoeSzyslak12-Amethyst
12-Amethyst
April 25, 2014
Solved

PDF-->CDF

  • April 25, 2014
  • 1 reply
  • 1825 views

Hi, All --

So I have a PDF represented by discrete data points. I have splined this and integrated it, so I should get the CDF, right? Instead, the results look a little funky. What am I missing?

Matt

Best answer by Werner_E

Instead, the results look a little funky.

Why? What result did you expect? It looks OK to me. If you expected a slower approach to 1 - look at the graph without the log scale at the abscissa.

1 reply

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Werner_E25-Diamond IAnswer
25-Diamond I
April 25, 2014

Instead, the results look a little funky.

Why? What result did you expect? It looks OK to me. If you expected a slower approach to 1 - look at the graph without the log scale at the abscissa.

M
MoeSzyslak12-AmethystAuthor
12-Amethyst
April 25, 2014

If I look at, say x = 1, it looks like I should have more than ~20% of the area under the PDF accumulated, but maybe it's just the log scale playing tricks on my intuition?

W
Werner_E25-Diamond I
25-Diamond I
April 25, 2014

but maybe it's just the log scale playing tricks on my intuition?

I think that is it - turn off log scale just for a moment and have a look. Lower values of x are very largely stretched by the log scale and this gives the impression of a bigger area under the curve than it is. You have a high, but only very narrow spike at x=0.5. Without log scale it looks more reasonable that we have 50% around x=5.3 - it looks impossible with log scale, though.

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