Re: Fitting a cdf to noisy data



On Mar 19, 7:09 am, "Katya Frois-Moniz" <kmo...@xxxxxxx> wrote:
Thanks for you post, Peter!

 From your description, it's not clear to me whether you want to fit a curve to observations of concentration vs. time, or if you want to fit a normal distribution to observed times.  

I'm really looking to fit a curve (normal cdf) to concentration vs. time, and obtain the parameters.

It's also not clear to me if the concentrations you have are cumulative, or if they include both "births" and "deaths" if you see what I mean.

Technically, they include deaths, but these are assumed to be negligible, so the concentration is (essentially) cumulative.



You may want to use the Curve Fitting Toolbox.  You may want to use NORMFIT in the Statistics Toolbox.  You may want to fit a "discrete normal" using MLE in the statistics Toolbox.

I think I'll try cftool again, and see if I can get help setting up the custom equation, since what I tried before didn't work.

Thanks !

I don't completely understand your problem, but the way I generate a
CDF from data is to first calculate the histogram (the empirical PDF),
then integrate to give the CDF. This gives the probability that the
data exceed a particular value.

You say
I tried generating the pdf by plotting the *incremental* values (i.e. y(t) - y(t-1)) vs time

Well, that's not a PDF as I know it. It's simply a gradient vs time.

.



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