what is the function which calculate the area under curve like ''normspec '' ?

2 views (last 30 days)
I am using a different probability distribution to fit a data but the tail didn't() reach zero (at x-axis)
I want to determine the 99% of the area under curve of this probability ditribution.
I use this code to produce the figure:
paramEsts = gevfit(data); %estimate parameter
xgrid = linspace(0,18,100);
pdfEst = gevpdf(xgrid,paramEsts(1),paramEsts(2),paramEsts(3)); hold on;
when I was fitting the normal distribution. I got the value of 99% of the curve using:
p= normspec([6.5,inf],mu,sigma);
but I didn't know how to get it with generalized extreme value distribution?

Accepted Answer

Torsten on 10 Nov 2015
Edited: Torsten on 10 Nov 2015
x = gevinv(0.01,paramEsts(1),paramEsts(2),paramEsts(3));
gives you the 99% x-value.
Best wishes

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!