Finding confidence interval for the population cdf.
Usage
emcdf(x, conf.level = 0.05)
Arguments
x
numeric vector of data values
conf.level
confidence level for the returned confidence interval
Value
A list with following components
sample
the given vector
empirical.cdf
the value of the empirical cdf
Lower
the lower bound of the confidence interval of the empirical cdf
Upper
the upper bound of the confidence interval of the empirical cdf
Details
This "emcdf" constructs the approximation interval according to the central limit theorem. And use "plot(emcdf(data))" will help us draw a plot conveniently.
References
Higgins, J. J. (2004). An introduction to modern nonparametric statistics. Pacific Grove, CA: Brooks/Cole.