MATLAB: Plot the empirical probablility

empirical probabilityMATLAB

how do I plot the empirical probability that X<=x for a range of x values for X standard normalrandom variables

Best Answer

If you have the Statistics Toolbox, use the normcdf function. If you don’t, use the core MATLAB erfc function. That requires a bit of extra programming, but it’s definitely not complicated.

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MATLAB: How to similuate a coin flip with probablility p

100 tosses with p=0.5.

x = round(rand(100,1));

If you want a probability other than p=0.5, then realize that rand() is uniform random number generator between [0,1], so you can assign the output of rand() accordingly. For example, for p=0.25:

y = zeros(100,1);
x = rand(100,1);
y(x<0.25) = 1;

Or if you just want to simulate the number of 0's or 1's in a certain number of trials. Say 100 for example. Here is a simulation of ten such experiments. Requires Statistics Toolbox.

R = binornd(100,0.5,10,1);

MATLAB: Uniform class probabilities vs. Empirical class probabilities

If you are still looking for an answer, there is only one definition for error. In each case, you form a confusion matrix and then take a weighted sum of off-diagonal elements. This code snippet should explain it:

load ionosphere
prior = [1 3]'/4;
m = fitcsvm(X,Y,'prior',prior,'kfold',5,'stand',1);
Yhat = m.kfoldPredict;
C = confusionmat(Y,Yhat,'order',m.ClassNames)
Coff = C;
Coff(1:3:end) = 0
sum(sum(Coff,2).*prior./sum(C,2))
m.kfoldLoss

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Related Solutions

MATLAB: How to similuate a coin flip with probablility p

MATLAB: Uniform class probabilities vs. Empirical class probabilities

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