Empirical Distribution Function

In statistics, the empirical distribution function, or empirical cdf, is the cumulative distribution function associated with the empirical measure of the sample. This cdf is a step function that jumps up by 1/n at each of the n data points. The empirical distribution function estimates the true underlying cdf of the points in the sample. A number of results exist which allow to quantify the rate of convergence of the empirical cdf to its limit.

Read more about Empirical Distribution Function:  Definition, Asymptotic Properties

Famous quotes containing the words empirical, distribution and/or function:

    To develop an empiricist account of science is to depict it as involving a search for truth only about the empirical world, about what is actual and observable.... It must involve throughout a resolute rejection of the demand for an explanation of the regularities in the observable course of nature, by means of truths concerning a reality beyond what is actual and observable, as a demand which plays no role in the scientific enterprise.
    Bas Van Fraassen (b. 1941)

    Classical and romantic: private language of a family quarrel, a dead dispute over the distribution of emphasis between man and nature.
    Cyril Connolly (1903–1974)

    Every boy was supposed to come into the world equipped with a father whose prime function was to be our father and show us how to be men. He can escape us, but we can never escape him. Present or absent, dead or alive, real or imagined, our father is the main man in our masculinity.
    Frank Pittman (20th century)