.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "gallery/statistics/histogram_cumulative.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. meta:: :keywords: codex .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_gallery_statistics_histogram_cumulative.py: ================================= Plotting 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. .. GENERATED FROM PYTHON SOURCE LINES 26-68 .. code-block:: Python 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() .. image-sg:: /gallery/statistics/images/sphx_glr_histogram_cumulative_001.png :alt: Cumulative distributions :srcset: /gallery/statistics/images/sphx_glr_histogram_cumulative_001.png, /gallery/statistics/images/sphx_glr_histogram_cumulative_001_2_00x.png 2.00x :class: sphx-glr-single-img .. GENERATED FROM PYTHON SOURCE LINES 69-76 .. 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` .. _sphx_glr_download_gallery_statistics_histogram_cumulative.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: histogram_cumulative.ipynb ` .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: histogram_cumulative.py ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_