Hi matlab community,
I have a series of measurements, following a normal distribution, which I know that they must be greater than Xmin and lower than Xmax.
My problem is that I have 10^9 measurements, and I can’t save all of them in on array due to memory issue.
My solution is to discretize the range of value, knowing that my measurements are nd decimals accurate:
X=floor(Xmin*10^nd)/10^nd : step : ceil(Xmax*10^nd)/10^nd;
Therefore, for each measurement, I find the index of the closest values from X, and add +1 to the frequency vector CNT :
For each measurement m do:
The obtained distribution can be display by:
My goal is to be able to estimate the probability to measure a value greater than a threshold value Xth after 10^14 or more measurements.
For that, I would like to apply the “paretotails” function to my problem.
Unfortunately, the function doesn’t propose a way to use a frequency vector.
So I’m asking for your help, if anyone has a solution to my issue.
Thank you all in advance,