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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 …
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