Calculate The Cumulative Distribution Function (CDF) In Python
Answer : (It is possible that my interpretation of the question is wrong. If the question is how to get from a discrete PDF into a discrete CDF, then np.cumsum divided by a suitable constant will do if the samples are equispaced. If the array is not equispaced, then np.cumsum of the array multiplied by the distances between the points will do.) If you have a discrete array of samples, and you would like to know the CDF of the sample, then you can just sort the array. If you look at the sorted result, you'll realize that the smallest value represents 0% , and largest value represents 100 %. If you want to know the value at 50 % of the distribution, just look at the array element which is in the middle of the sorted array. Let us have a closer look at this with a simple example: import matplotlib.pyplot as plt import numpy as np # create some randomly ddistributed data: data = np.random.randn(10000) # sort the data: data_sorted = np.sort(data) # calculate the proportional ...