x = randn(200, 1);                    % generate some data
xs = sort(x);                         % sort the data
cdf = [1:length(x)]/length(x);        % cumulative
plot(xs, cdf);
hold on;

dx = 0.01;
xx = [-4:dx:4];                     % x-values for Gaussian pdf
gauss = exp(-0.5*xx.^2)/sqrt(2.0*pi);  % Gaussian pdf
gausscdf = cumsum(gauss)*dx;
plot(xx, gausscdf);
hold off;

printf('data : probability of x<-1: %.2f\n', cdf(xs<-1.0)(end))
printf('gauss: probability of x<-1: %.2f\n', gausscdf(xx<-1.0)(end))
printf('\n')
printf('data : 5%% percentile at %.2f\n', xs(cdf<0.05)(end))
printf('gauss: 5%% percentile at %.2f\n', xx(gausscdf<0.05)(end))