Probability of being under a target

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Alexandra 2014 年 11 月 4 日
コメント済み: Matt Tearle 2014 年 11 月 5 日
I have a result variable X that is defined by an equation of random variables.
We used prctile to see the results we get with several probabilities, but now we need to known what is the probability that X is going to be under a certain value.
Is there any function that can give this?
One way I was thinking about doing this is to count the number of samples in the simulation where X is below the mark, but I don't known how to do this neither.
Thank you very much,


Matt Tearle
Matt Tearle 2014 年 11 月 4 日
Counting the number of samples with a given criterion is easy enough:
threshhold = pi;
nnz(X < threshhold)
The ecdf (empirical CDF) function might also help.
  4 件のコメント
Matt Tearle
Matt Tearle 2014 年 11 月 5 日
For a single column bsxfun is overkill. mean(X < threshold) would do it.


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