Inverse empirical cumulative distribution function
Quantile function for an empirical cumulative distribution function (ECDF), i.e. inverse-ECDF, of some (finite) data-sample. The ECDF (F) is thus discontinuous and the quantile function (Q) at q is computed as:
Q(q) = inf{x: q<=F(x)}.
Simple problem, frequently discussed online, for which however a clean matlab code seems not to be available.
Cite As
Martin Magris (2023). Inverse empirical cumulative distribution function (https://www.mathworks.com/matlabcentral/fileexchange/70283-inverse-empirical-cumulative-distribution-function), MATLAB Central File Exchange. Retrieved .
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- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions > Exploration and Visualization >
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