Numpy cumulative distribution function (CDF)

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I have an array of values and have created a histogram of the data using numpy.histogram, as follows:

histo = numpy.histogram(arr, nbins)

where nbins is the number of bins derived from the range of the data (max-min) divided by a desired bin width.

From the output I create a cumulative distribution function using:

cdf = np.cumsum(histo[0])
normCdf = cdf/np.amax(cdf)

However, I need an array of normCdf values that corresponds with the values in the original array (arr). For example, if a value in the original array arr is near the minimum value of arr then its corresponding normCdf value will be high (i.e 0.95). (In this example, as I am working with radar data my data is in decibels and is negative. Therefore the lowest value is where the CDF reaches its maximum.)

Im struggling, conceptually, how I achieve an array whereby each value in the array are has its corresponding value under the CDF (normCdf value). Any help would be appreciated. The histogram with the cdf is below.

asked 1 min ago

Nathan Thomas

93

Numpy cumulative distribution function (CDF)