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I would be surprised if we actually had a date here. I am curious who, if anyone, created the ecdf plot. When did the ecdf make its first appearance? If we do not know when the first ecdf plot was made do we at least have a general time period of when the started to show up?

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    $\begingroup$ Geologists have long used versions of the ECDF, usually for the logarithms of particle sizes. See for instance the (complementary) ECDF plot in figure 2 of Abrams, Duff Andrew. 1919. Design of Concrete Mixtures. Structural Materials Research Laboratory, Lewis Institute. (Google Scholar links to a pdf.) I am having trouble finding anything earlier than that. $\endgroup$
    – whuber
    Commented Nov 15, 2022 at 22:27
  • $\begingroup$ Although obviously not expressed in terms of probability distributions, Fourier's plot in Notions generales, sur la population (1821) may qualify: euclid.psych.yorku.ca/SCS/Gallery/milestone/… $\endgroup$
    – Arne
    Commented Nov 16, 2022 at 23:38
  • $\begingroup$ @Arne Good find! And the date is closer to what one would expect for the first use of an ECDF (which surely ought to come after 1657 after Huyghens' book or Graunt's book in 1662 but most likely would have been in the late 18th or early 19th centuries when Playfair and others began to demonstrate the power of statistical graphics). $\endgroup$
    – whuber
    Commented Nov 20, 2022 at 17:57

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It was in 1933.

According to M.A. Stephens, Kolmogorov first formalized the notion of empirical distribution function.

Additionally, according to D.A. Darling, it was originally used to define the Kolmogorov-Smirnov statistic, so it was in fact Empirical Cumulative Distribution Function.

Stephens, M.A. (1992). Introduction to Kolmogorov (1933) On the Empirical Determination of a Distribution. In: Kotz, S., Johnson, N.L. (eds) Breakthroughs in Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4380-9_9

Darling, D. A. The Kolmogorov-Smirnov, Cramer-von Mises Tests. The Annals of Mathematical Statistics, vol. 28, no. 4, 1957, pp. 823–38. JSTOR, http://www.jstor.org/stable/2237048. Accessed 15 Nov. 2022.

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    $\begingroup$ (+1) I've edited this to include full citation information for the articles that you reference. This will make it easy to find these articles, even if the link goes dead. It's easy to include full citation information because most academic databases have a button that will give you the citation data with 1 click. $\endgroup$
    – Sycorax
    Commented Nov 15, 2022 at 21:04
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    $\begingroup$ So when was it? $\endgroup$ Commented Nov 16, 2022 at 6:04

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