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Questions tagged [empirical-cdf]

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Weighted Empirical Cumulative Distribution Function (CFD): order values before or after weighting? [before]

My input data are some observations of a continuous variable, let's say the number of kilometers of motorbikes. I did a survey and I collected some observations. Somehow, I computed weights for all ...
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Bounds for the expected value of the Kolmogorov-Smirnoff loss function

Let $$ \mathcal{F}=\{F:\mathbb{R}\longrightarrow\mathbb{R}: \text{$F$ is the CDF of some probability measure on $\mathbb{R}$}\}. $$ Consider the loss function, $L:\mathcal F\times\mathcal F\to\mathbb ...
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Covariance of An Empirical Distribution Function Evaluated at Different Points

The problem is extracted from All of Statistics (Exercise 7.5), Larry Wasserman. I don't have a solution manual to the book so I post here the problem together with my attempted answer: Let $x$ and $...
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Sampling from empirical distribution

I have a vector of y (min is > 0, max could be 1), for which, i have no idea what distribution is. But based on the data we have, vector y, we can get the empirical cumulative probability distribution,...
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Confidence interval for samples from an empirical distribution

I have data where a number of respondents are asked to rate the characteristic of a set of subjects on a scale of 1 to 100. A different number of respondents were asked to rate every subject, so we ...
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Comparison of empirical distributions in ciruclar/polar coordinates

I have 4 sets of 24 measurements of a polar variable (univariate). I want to use a statistical test, like the Kolmogorov-Smirnov test, to test whether said sets differ significantly from each other. ...
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What is the differences between estimating the margins and transforming them using cumulative distribution function

In copula models, the estimation of copula parameters is based on the pseudo-observations of the original data. As I understand, we can transform the margins using the cumulative distribution function ...
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Empirical distribution function for sample

I have a short question regarding empirical distribution function. We have a sample of $(1, 2.1, 1.5, 3)$. What's the value of the empirical distribution function for this sample $F_{4}$ at $x=2$? ...
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PDF for the ith ORDERED uniformly random sample compared to an evenly spaced sample

Let $r_1 ≤ r_2 ≤ ... ≤ r_N$ denote an ORDERED set of N realizations of real numbers that are uniformly random on the number line from 0 to 1. Let $R_1 < R_2 < ... < R_N$ denote a set of ...
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Can you get the probability of an event happening before n days using its empirical cumulative distribution?

I have data of the number of days it takes an object to change from state A to state B, and I am interested in knowing what is the probability that this change of states happens before n days. Can I ...