http://bjlkeng.github.io/enTue, 10 Mar 2026 20:54:59 GMTNikola (getnikola.com)http://blogs.law.harvard.edu/tech/rsshttp://bjlkeng.github.io/posts/the-empirical-distribution-function/Brian Keng<div class="cell border-box-sizing text_cell rendered"><div class="prompt input_prompt"> </div><div class="inner_cell"> <div class="text_cell_render border-box-sizing rendered_html"> <p>This post is going to look at a useful non-parametric method for estimating the cumulative distribution function (CDF) of a random variable called the <a href="https://en.wikipedia.org/wiki/Empirical_distribution_function">empirical distribution function</a> (sometimes called the empirical CDF). We'll talk a bit about the mechanics of computing it, some theory about its confidence intervals and also do some simulations to gain some intuition about how it behaves.</p> <p><a href="http://bjlkeng.github.io/posts/the-empirical-distribution-function/">Read more…</a> (7 min remaining to read)</p></div></div></div>CDFconfidence bandsconfidence intervalsempirical distribution functionhttp://bjlkeng.github.io/posts/the-empirical-distribution-function/Sun, 13 Mar 2016 01:08:21 GMT