Calculating CDFs from PDFs

[Joe Koski]

With the octave hist function, I'm calculating approximate probability
density functions for some experimental data, and it is working well.

To get the cumulative distribution function from the probability
distribution, I reverted to my Fortran roots and wrote

% calculate cdf from pdf
  sum_pdf=0;
  for i = 1:num_bins
    sum_pdf=sum_pdf+pdf(i);
    cdf(i)=sum_pdf;
  end

which also works well.

Question: is there a way of calculating cdf without resorting to the for
loop? The for loop approach seems very un-octave to me.

Obviously, this is not urgent, but perhaps educational.

Joe



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