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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
2 answers
299 views

Measuring distance between cumulative distribution and empirical distribution

What is an easy to understand step by step procedure on how to compute a distance between a cumulative distribution function and an empirical distribution function given a random sample using Kolmogor …
Idriss Ahmed's user avatar