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Empirical cumulative distribution function: a step function increasing by $1/n$ at each unique $X$-value that occurred in the sample.
3
votes
Algorithms for computing multivariate Empirical distribution function (ECDF)?
I am not sure if there is a more efficient way to compute the ECDF at the data points, but the following brute force approach should be efficient for computing the ECDF over the data "grid". It is a s …
8
votes
Accepted
Algorithms for computing multivariate Empirical distribution function (ECDF)?
On further investigation, the following paper gives efficient algorithms for the k-D ECDF problem:
Bentley, J. L. (1980). Multidimensional divide-and-conquer. Communications of the ACM, 23(4), 214-22 …