MATLAB: Exceedance probability of normal and logarithmic distribution

probabilitystatistics

I have estimated the parameters i.e. mean and standard deviation of a normal and lognormal distribution for my 30 years river discharge data using command NORMFIT and LOGNFIT. Now I want to determine the magnitude of peak discharge value that will be exceeded with a probability of 0.01(the 100-year flood) and the probability of exceeding of mean discharge.

If anyone give me the command that I can use in Matlab to solve this problem, it will be really helpful for me.

Best Answer

norminv and logninv

Related Solutions

MATLAB: Convert probability to z-score

To calculate the z-score from a normal distribution probability, use the norminv (link) function.

MATLAB: Evaluate a distribution programmatically

The fitdist (link) function will fit a distribution to data, producing a probability distribution object:

pd = fitdist(x,distname)

You can then calculate the probabilities with it using the Plot Standard Normal Distribution cdf (link) or Plot the pdf of a Standard Normal Distribution (link) functions:

data = 5 + 2*randn(1, 100);                         % Create Data
pd = fitdist(data(:), 'Normal');
x = linspace(-2, 12);
Npdf = pdf(pd, x);
Ncdf = cdf(pd, x);
figure
plot(x, Npdf,   x, Ncdf)
grid

Best Answer

Related Solutions

MATLAB: Convert probability to z-score

MATLAB: Evaluate a distribution programmatically

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