Empirical Distribution Function


Empirical Distribution Function (EDF) is a non-parametric statistical method used to estimate the probability distribution of a random variable based on a sample of observations. It is a step function that assigns a probability to each observation in the sample, where the probability is proportional to the number of observations that are less than or equal to that value. The EDF is a useful tool for exploring the shape of a distribution, identifying outliers, and comparing two or more distributions. It can also be used to test whether a sample comes from a specific distribution, such as a normal distribution or a uniform distribution.


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