eldo_user

Monte Carlo Analysis
Graphical Output
Figure 11-18 shows a CDF plot dedicated to the analysis of the “tail-behavior.” The right-tail
matches the values greater than the empirical mean to the cumulative probabilities. This is
similar to the left-tail plot but instead we use the complementary function:
They are represented with a semi-log plot (the y-axis is log-scaled) to ensure that lower
probabilities are clearly visible. For example, the cursor indicates a quantile value of y=54.0
and gives the empirical estimation of Pr(Y≥y) jointly with the 95% confidence bounds.
Figure 11-18. CDF Plot Right-Tail Part of the Empirical CDF
See Also
• .CDF command in the Eldo Reference Manual
• Plotting CDFs in the EZwave User’s and Reference Manual
Related Topics
Graphical Output
Histogram Annotations
Eldo® User's Manual, 15.3 513