Use excel to create empirical cumulative distribution function (CDF) and then use the CDF to find probabilities

exlover

New Member
Joined
Oct 9, 2015
Messages
2
Hi Everyone,

I hope you can help me in this problem. I have a set of observed data and created an empirical cumulative distribution using excel. I want to use this CDF to find probabilities like P(x<X) or P(X1 < x < X2 ).

The way I created the CDF is arrange the data in ascending order and then create a column next to it with the probabilities. I dont know how to attach the file but here is a sample below.
I have 4121 records and the sample here is for 4 records. Once I have this calculation done, the curve is plotted using xy scatter plot for Data in the x-axis and Probability in the Y-axis. This is how I created the CDF.

My question now is in case I wanted to find the probability is below 2.5. P(x<=2.5) how can I find it ? or if i want to find P( 970 < x < 980 ) ?

I hope there is an easy way because I will have hundreds of probabilities that I have to find.


[TABLE="width: 500"]
<tbody>[TR]
[TD]Distance[/TD]
[TD]Probability[/TD]
[TD][/TD]
[TD][/TD]
[/TR]
[TR]
[TD]0.33[/TD]
[TD]0.00024266[/TD]
[TD]1/4121=0.00024266[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]1.2[/TD]
[TD]0.000485319[/TD]
[TD]2/4121=0.000485319[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]2.08[/TD]
[TD]0.000727979[/TD]
[TD]3/4121=0.000727979[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]2.71[/TD]
[TD]0.000970638[/TD]
[TD]4/4121=0.000970638[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]...[/TD]
[TD]...[/TD]
[TD]...[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]...[/TD]
[TD]...[/TD]
[TD]....[/TD]
[TD][/TD]
[/TR]
[TR]
[TD]1316.1667[/TD]
[TD]1[/TD]
[TD]4121/4121=1[/TD]
[TD][/TD]
[/TR]
</tbody>[/TABLE]
 

Excel Facts

Copy formula down without changing references
If you have =SUM(F2:F49) in F50; type Alt+' in F51 to copy =SUM(F2:F49) to F51, leaving the formula in edit mode. Change SUM to COUNT.

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