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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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Marginal empirical distribution from joint sample
I have a quite 'simple' doubt that would like to clear.
Suppose I have a heiarchical model where data is sampled in the following manner:
Sample $U_i$ from $P_U$
Sample $X_i$ from $P_{X|U_i}$
In oth …