MATLAB: Calculating the icdf of Gaussian function without using icdf function

Question

Hi,

I am interested to calculate the icdf (inverse cumulative distribution function) directly from Gaussian plot without using the function.

I have a 2D Gaussian distribution and I am interested to calculating the icdf for each line?

Thanks,

Answer 1

Hi , as far as I understand the inverse of multivariate distributions are not uniquely defined. If you would like to determine the cumulative inverse of a slice of data, I would recommend taking the data along the line of interest and either using:

1. The "norminv" function if the mean and standard deviation are known

http://www.mathworks.com/help/stats/norminv.html?searchHighlight=norminv

2. Use the "fitdist" and "icdf" in combination if you would have to first determine what the mean and standard deviations are to begin with.

http://www.mathworks.com/help/stats/fitdist.html?searchHighlight=fitdist

http://www.mathworks.com/help/stats/icdf.html