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MQL5 ReferenceStandard LibraryMathematicsStatisticsSubfunctionsMathCumulativeDistributionEmpirical 

MathCumulativeDistributionEmpirical

The function calculates the empirical cumulative distribution function (cdf) for random values from an array.

bool  MathCumulativeDistributionEmpirical(
   const double&  array[],   // array of random values
   const int      count,     // the number of pairs
   double&        x[],       // array of x values
   double&        cdf[]      // array of cdf values
   )

Parameters

array[]

[in] Array of random values. 

count

[in] The number of (x, cdf(x)) pairs.

x[]

[out] Array to output the x values. 

cdf[]

[out] Array to output the cdf(x) values. 

Return Value

Returns true if successful, otherwise false.