# Questions tagged [empirical-cumulative-distr-fn]

Empirical cumulative distribution function: a step function increasing by $1/n$ at each unique $X$-value that occurred in the sample.

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### test for differences in empirical cumulative distribution functions between groups

What test could I use to test for differences in empirical cumulative distribution functions between two or more groups? Note that I am not looking for a test two compare two ecdf (Kolmogorov–Smirnov ...
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### Computing the CECDF (Complementary Empirical Cumulative Distribution Function) in R

The ECDF can be calculated using the function ecdf() in R. I have the following expression I'd like to define in terms of the CECDF, but for some odd reason things ...
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1 vote
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### Random sample and its underlying sample space [duplicate]

A random sample of size $n$ is a random vector $X=(X_1, ..., X_n)$, where all $X_i$ are i.i.d., and are measurable functions on some sample space $\Omega$. Let's say, $\Omega = \{H,T\}$, i.e., heads ...
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### Almost sure convergence using exponential tail bound

I have a question about a theorem in the following set of lecture notes 'A Gentle Introduction to Empirical Process theory' (http://www.stat.columbia.edu/~bodhi/Talks/Emp-Proc-Lecture-Notes.pdf). In ...
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### How do you determine an appropriate block length for calculating "block maxima" for GEV distribution?

I have some time series data spanning 30+ years and I am trying to do some extreme value analysis. Major disclaimer: I am not a statistician so I feel that I am wading into waters beyond my area of ...
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### Finding Cumulative Distribution Function of weighted data

I have census tract data where each row holds the population size and a variable value (e.g., income). I want to plot the cumulative distribution function (CDF) of the TRUE population, i.e., ...
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1 vote
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### Empirical distribution for feature binning

In paper "A simple yet effective baseline for non-attributed graph classification" (https://arxiv.org/pdf/1811.03508.pdf) authors use empirical distribution for feature binning. Precisely, ...
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### How to deal with a PDF that takes CDF data as input? (Metalog distributions)

I am trying to utilise the Metalog distribution in a Machine Learning project. For this project, I need to be able to obtain likelihoods using the PDF of the distribution. https://en.wikipedia.org/...
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Consider the following code that gives us (an estimate of) the pdf of a random variable $X$: X = rnorm(100,10,1) XDensity = density(X) I want to obtain the ecdf of ...