Reputation: 3405
I have a variable x and its standard deviation sigma. I know , mean mu .How can I compute probabilty of x (using normal distribution ) that it is less / greater than limit a or inbetween limits a and b by using Matlab?
Upvotes: 1
Views: 4821
Reputation: 3845
Probability that x is less than a:
normcdf(a,mu,sigma)
Probability that x is between a and b (b > a):
normcdf(b,mu,sigma) - normcdf(a,mu,sigma)
Upvotes: 5
Reputation: 10381
By integrating the probability density function:
In practice, this is usually done by plugging values into the error function, which is erf(x)
in Matlab. erf(x)
is the integral of the above function.
Upvotes: 0
Reputation: 2070
Y = normpdf(X,mu,sigma)
See http://www.mathworks.com/help/toolbox/stats/normpdf.html
Upvotes: 1