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Results tagged with empirical-cumulative-distr-fn
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user 805
Empirical cumulative distribution function: a step function increasing by $1/n$ at each unique $X$-value that occurred in the sample.
1
vote
Simulate data from ECDF in R
ecdf(A) is a function, so you call that function by giving it an argument. e.g ecdf(A)(x).
However, you can sample that ecdf just using sample (by sampling A with replacement).
- 290k
3
votes
CDF for list of numbers
$\hat{F}(x)$ is simply the proportion of observations $\leq x$.
That proportion only changes at observation values (it's a step-function).
So you count the proportion of observations at or below eac …
- 290k
2
votes
Density of an empirical cdf
Well the pmf looks something like the second of the two plots below:
- 290k
2
votes
Two sample Kolmogorov-Smirnov test (How many times is D computed?)
When you calculate a Kolmogorov-Smirnov statistic you find the maximum distance between cdfs. In the case of the two-sample statistic, it's the maximum distance between two empirical cdfs.
At the ext …
- 290k
16
votes
Accepted
Why can't one generalize the Kolmogorov-Smirnov test to 2 or more dimensions?
I believe it's legitimate to quote the relevant portion of the paragraph in question:
3. The KS test can not be applied in two or more dimensions. Astronomers often have datasets with points dist …
- 290k
4
votes
Accepted
Fitting parametric CDF to ecdf
I wouldn't use MSE simply because $\hat{F}$ doesn't have constant variance. If you used a weighted MSE that should do better ... but then $\hat{F}_i$ and $\hat{F}_j$ aren't independent, either.
One p …
- 290k
1
vote
Is it better to look at ECDFs than PDFs when exploring empirical sample distributions?
(I'll try to avoid rehashing issues that are already well covered in the other answer; in particular I strongly agree with its first paragraph and much of the remainder, though I will expand slightly …
- 290k
17
votes
Empirical CDF vs CDF
Is there any difference between Empirical CDF and CDF?
Yes, they're different. An empirical cdf is a proper cdf, but empirical cdfs will always be discrete even when not drawn from a discrete dis …
- 290k
46
votes
Accepted
Distribution hypothesis testing - what is the point of doing it if you can't "accept" your n...
Broadly speaking (not just in goodness of fit testing, but in many other situations), you simply can't conclude that the null is true, because there are alternatives that are effectively indistinguish …
- 290k
6
votes
Accepted
What does a Barplot, a Boxplot and eCDF represent?
Since you say you follow the barplot, I'll focus on the other two.
Boxplots - what they are and what they show
There are many different definitions of boxplot in current use, though they're all pret …
- 290k
9
votes
Intuitive explanation of Kolmogorov Smirnov Test
The one-sample Kolmogorov-Smirnov test finds the largest vertical distance between a completely specified continuous hypothesized cdf and the empirical cdf.
The two-sample Kolmogorov-Smirnov test find …
- 290k
3
votes
Goodness of fit (cdf: empirical vs theoretical)?
I don't use matlab, but how about we check the documentation of the function. It says:
kstest2
Kolmogorov-Smirnov test to compare the distribution of two samples
So no, that's not used fo …
- 290k