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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.

2 votes

How does this code find the CDF?

The code you posted implements the empirical cumulative distribution function. We want to estimate unknown cumulative distribution function, $P(X \le x)$, from the data. The function applies the most …
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2 votes
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How to estimate the margins distribution using ecdf?

You can’t "derive" functional form of the underlying distribution from the empirical distribution. Empirical distribution approximates it, that’s all. We use empirical cumulative distribution function …
Tim's user avatar
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0 votes
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Empirical distribution function by sampling from a m.v. distribution

You answered yourself, so to close this: if $X_1, X_2, \dots, X_n$ are independent, then sampling from their marginal distributions independently and sampling from their joint distribution are the sam …
Tim's user avatar
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5 votes
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Why do we need density in estimation and cumulative distribution in transformation?

I guess that what you mean is maximum likelihood estimation scenario, where we consider some value $\hat \theta$ as the best guess for $\theta$ if it maximizes the likelihood function: $$ L(\theta) = …
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1 vote
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Population and the mean, standard deviation and the distribution of a population characterti...

1) we see that the plot of the empirical cdf and the plot of the cdf are not exactly the same. They have similar shape but do not coincide at all points along the abscissa. How can we then say …
Tim's user avatar
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