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theseventhhill
Level III

Find Prob of X and Prob Corresponding to X on CDF

If I find to find a specific quantile value of a distribution, I can use summary. Is there a reverse or inversecdf type operation which will give me the probability (Y) corresponding to a single or series of X values ? 

If Prob(X<=15) = 0.3 (Y) for example . I want to find the X value that will give me probability Y=0.3

Can this accomplished via the distribution fitting platform?

Thanks,

 

 

 

1 REPLY 1
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Re: Find Prob of X and Prob Corresponding to X on CDF

Click the red triangle next to the variable in Distribution and select CDF Plot. You can explore the probabilities (vertical axis) for any of the quantile values (horizontal axis). From the same menu, you can select Save > Probability Scores. These probabilities are for the given data and use the empirical distribution (non-parametric estimates).

 

There are many distribution functions available to column formulae and to scripts. See Help > Scripting Index, select Functions at the top left and then select either Probability or Discrete Probability, depending on the nature of your distribution. For example, if I am using a normal distribution to model my data, then I would select Probability and then select the Normal Quantile function for the desired result:

 

Screen Shot 2019-04-07 at 6.41.43 AM.png

 

For eample, I fit the normal distribution model to the height data in the Big Class data table.

 

Screen Shot 2019-04-07 at 6.36.42 AM.png

 

I can now use the parameter estimates with the Normal Quantile() function to determine the probability I want:

 

Screen Shot 2019-04-07 at 6.43.17 AM.png

 

In this case, I used the function in a script editor and obtained the result in the embedded log.

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