asymmetry.measures (version 0.2)

edf: Empirical cummulative distribution function

Description

Empirical (nonparametric) cummulative distribution function for given a random sample.

Usage

edf(xin, xout)

Arguments

xin

A vector of data points - the available sample.

xout

A vector of design points where the distribution function will be estimated.

Value

A vector with the estimated distribution function at xout.

Details

The empirical distribution function estimator at \(x\) is defined as the number of observations up to \(x\), divided by \(n\), i.e. $$ F_{n}(x) = \frac{\# \{ X_{1},..,X_{n}\} \le x}{n}$$.

References

Hollander, M. abd Wolfe, D.A. (1999), Nonparametric Statistical Methods, 2nd edition, Wiley.

Examples

# NOT RUN {
x.in <- rexp(200)
x.out <- seq(0.1,5,length=60)
dist.est <- edf(x.in,x.out)
plot(x.out,dist.est,col="blue",main="Empirical c.d.f.",xlab="x",yla ="probability")
# }