Hi, thanks for looking at my question. I've been googling, looking on here, and reading the Matlab documentation all afternoon and I can't work this out. I'm sure it's very simple, but I'm new to Matlab syntax so I need some help please!
I have a vector, which is a list of parameters from some data fitting. Specifically it's 250 values.
I want to find the 95% confidence bounds for the numbers in this vector. I can plot an ecdf:
I can also get the [x,y] values for this ECDF using:
[cdf_x,cdf_y] = ecdf(data_vector)
cdf = [cdf_x,cdf_y]
Where I am struggling is I cannot work out how to get the 95% upper and lower values from the array "cdf" (or any of the previous variables I've generated along the way). It's all empirical, so I just want to know the two values of cdf_y where cdf_x equals 0.025 and 0.975.
How can I do this?
NB. cdf_x doesn't have values specifically at 0.025 or 0.975 so it needs to either interpolate or give the closest result if possible.