MATLAB: What is the function which calculate the area under curve like ”normspec ”

area under curvefit distributionnormspec

I am using a different probability distribution to fit a data but the tail didn't() reach zero (at x-axis)
I want to determine the 99% of the area under curve of this probability ditribution.
I use this code to produce the figure:
paramEsts = gevfit(data); %estimate parameter
xgrid = linspace(0,18,100);
pdfEst = gevpdf(xgrid,paramEsts(1),paramEsts(2),paramEsts(3)); hold on;
line(xgrid,pdfEst,'color','r')
when I was fitting the normal distribution. I got the value of 99% of the curve using:
p= normspec([6.5,inf],mu,sigma);
but I didn't know how to get it with generalized extreme value distribution?

Best Answer

  • x = gevinv(0.01,paramEsts(1),paramEsts(2),paramEsts(3));
    gives you the 99% x-value.
    Best wishes
    Torsten.