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How to get upper and lower bounds values from an empirical cumulative distribution?

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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.

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Accepted Answer

Star Strider
Star Strider on 20 Oct 2020
Edited: Star Strider on 20 Oct 2020
Using the prctile funciton on ‘cdf_y’ may work to calculate the percentiles (that appear to be what you want). To get the approximate ‘cdf_x’ values that are associated with them, use the interp1 function.
The code would go something like this:
prctv = prctile(cdf_y, [2.5 97.5]);
xval = interp1(cdf_y, cdf_x, prctv);
I cann ot write exact code since I do not have your data.
EDIT — (20 Oct 2020 at 15:42)
Corrected typographical error.

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Star Strider
Star Strider on 20 Oct 2020
Probably the easiest fix for that is to use the unique function.
See if this does what you want:
cdf_mtx = [cdf_x(:) cdf_y(:)]; % Create Matrix
[Uy,idx] = unique(cdf_mtx(:,2)); % Unique Values Of ‘cdf_y'cdf_y’
Ucdf_mtx = [cdf_mtx(idx,1) Uy]; % New Matrix Of Unique Values
Then, use the appropriate columns of ‘Ucdf_mtx’ in the prctile and interp1 calls. (This preserves the original vectors.) I partially tested this, however since I do not have your code to work with, I am posting it as UNTESTED CODE.
If you still have problems, consider using save to put ‘cdf_x’ and ‘cdf_y’ in a .mat file and attaching it so I can work with it.
Hamish Cavaye
Hamish Cavaye on 20 Oct 2020
Thanks a lot for your help. I will give this a try and if I need to come back to you I'll attach some files so you've got something specific to work with!

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