在Matlab中将经验分布转换为均匀分布的功能? [英] Function to transform empirical distribution to a uniform distribution in Matlab?

问题描述

我知道通过使用CDF将一种分布转换为另一种分布的过程.但是，我想知道Matlab中是否存在可以执行此任务的功能?

I know the procedure of transforming one distribution to another by the use of CDF. However, I would like to know if there is existing function in Matlab which can perform this task?

我的另一个相关问题是，我使用Matlab中的ecdf()函数计算具有10,000值的分布的经验CDF.但是，我从中获得的输出仅包含9967值.如何获得CDF的总10,000值?谢谢.

My another related question is that I computed CDF of my empirical using ecdf() function in Matlab for a distribution with 10,000 values. However, the output that I get from it contains only 9967 values. How can I get total 10,000 values for my CDF? Thanks.

推荐答案

for t=1:nT 
    [f_CDFTemp,x_CDFTemp]=ecdf(uncon_noise_columndata_all_nModels_diff_t(:,1,t)); % compute CDF of empirical distribution
    f_CDF(1:length(f_CDFTemp),t) = f_CDFTemp; % store the CDF of different distributions with unequal size in a new variable
    x_CDF(1:length(x_CDFTemp),t) = x_CDFTemp;
    b_unifdist=4*t;
    [Noise.N, Noise.X]=hist((a_unifdist+(b_unifdist-a_unifdist).*f_CDF(:,t)),100); % generate the uniform distribution by using the CDF of empirical distribution as the CDF of the uniform distribution
    generatedNoise(:,:,t)=emprand(Noise.X,nRows,nCol); % sample some random numbers from the uniform distribution generated above by using 'emrand' function
end

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