CODEWITHSUNDEEP
pythonmatplotlibplotdicecdf
user12538312
user12538312

Reputation: 81

computing the maximum point-wise distance of both CDFs

I have 2 CDF and have to find the maximum pointwise distance. I created histograms and plotted both. The values are generated by a random function which takes the sum of two random numbers 1-6 for 100 times, similar to two dice. But, I can't manage to find the maximum distance between two lines on the plot.

So, on the first run I have a list of 100 observations, dicesum=: {1: 5, 2: 8, 3: 7, ...., 100:4}.

1 to 100 is the number of spins and the right side is the sum. With this code I generated the histogram:

keys,values = zip(*dicesum.items())
plt.hist(values, bins=30)
plt.gca().set(title='Frequency Histogram', ylabel='Frequency');
plt.show()

The histogram: histogram

Now I plot the CDF with this code: 

x = np.sort(values)
y = np.arange(1, len(x)+1/float(len(x)))
plt.plot(x, y, color='b')
plt.xlabel('Sum')
plt.ylabel('CDF')
plt.show()

CDF plot

Now, plot 2 observations in the same plot to see their differences:

2 observation plot

And now I want to get the max distance they have, so in which point they are furthest from each other.

Upvotes: 3

Views: 971

Answers (1)

Saad
Saad

Reputation: 954

For measuring the distance between two such CDF plots as described in your criteria, you can use Kolmogorov–Smirnov test for equality between the two distributions. or you can use maximum point-wise distance of both CDFs. I think it might help.

Upvotes: 1

Related Questions