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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.

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2 answers
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Fitting parametric CDF to ecdf

There is a random variable $X$, but the only data I observed is actually its empirical distribution function (at a suitably fine grid). That is, I only observe $\hat{F}(x)$:=$\#\{x\leq u\}\over N $ fo …
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