# Density of an empirical cdf

I can figure how the underlying density function of an empirical-cdf looks like? Does it look like a histogram?

It won't have a density, per se. It has a probability mass function, with probability $\frac{1}{n}$ at each sample point.
• (+1) Lest casual readers be misguided, please note that although each data point will get a weight of $1/n$, individual sample values may get greater weights in the pmf, depending on how many data points have those values. – whuber Oct 27 '15 at 0:18