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"""
========================
Cumulative distributions
========================
This example shows how to plot the empirical cumulative distribution function
(ECDF) of a sample. We also show the theoretical CDF.
In engineering, ECDFs are sometimes called "non-exceedance" curves: the y-value
for a given x-value gives probability that an observation from the sample is
below that x-value. For example, the value of 220 on the x-axis corresponds to
about 0.80 on the y-axis, so there is an 80% chance that an observation in the
sample does not exceed 220. Conversely, the empirical *complementary*
cumulative distribution function (the ECCDF, or "exceedance" curve) shows the
probability y that an observation from the sample is above a value x.
A direct method to plot ECDFs is `.Axes.ecdf`. Passing ``complementary=True``
results in an ECCDF instead.
Alternatively, one can use ``ax.hist(data, density=True, cumulative=True)`` to
first bin the data, as if plotting a histogram, and then compute and plot the
cumulative sums of the frequencies of entries in each bin. Here, to plot the
ECCDF, pass ``cumulative=-1``. Note that this approach results in an
approximation of the E(C)CDF, whereas `.Axes.ecdf` is exact.
"""
import matplotlib.pyplot as plt
import numpy as np
np.random.seed(19680801)
mu = 200
sigma = 25
n_bins = 25
data = np.random.normal(mu, sigma, size=100)
fig = plt.figure(figsize=(9, 4), layout="constrained")
axs = fig.subplots(1, 2, sharex=True, sharey=True)
# Cumulative distributions.
axs[0].ecdf(data, label="CDF")
n, bins, patches = axs[0].hist(data, n_bins, density=True, histtype="step",
cumulative=True, label="Cumulative histogram")
x = np.linspace(data.min(), data.max())
y = ((1 / (np.sqrt(2 * np.pi) * sigma)) *
np.exp(-0.5 * (1 / sigma * (x - mu))**2))
y = y.cumsum()
y /= y[-1]
axs[0].plot(x, y, "k--", linewidth=1.5, label="Theory")
# Complementary cumulative distributions.
axs[1].ecdf(data, complementary=True, label="CCDF")
axs[1].hist(data, bins=bins, density=True, histtype="step", cumulative=-1,
label="Reversed cumulative histogram")
axs[1].plot(x, 1 - y, "k--", linewidth=1.5, label="Theory")
# Label the figure.
fig.suptitle("Cumulative distributions")
for ax in axs:
ax.grid(True)
ax.legend()
ax.set_xlabel("Annual rainfall (mm)")
ax.set_ylabel("Probability of occurrence")
ax.label_outer()
plt.show()
# %%
#
# .. tags:: plot-type: ecdf, plot-type: histogram, domain: statistics
#
# .. admonition:: References
#
# The use of the following functions, methods, classes and modules is shown
# in this example:
#
# - `matplotlib.axes.Axes.hist` / `matplotlib.pyplot.hist`
# - `matplotlib.axes.Axes.ecdf` / `matplotlib.pyplot.ecdf`
|
