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

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