Empirical distribution
Encyclopedia
Empirical distribution may refer to:
- Empirical distribution functionEmpirical distribution functionIn 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...
- Empirical measureEmpirical measureIn probability theory, an empirical measure is a random measure arising from a particular realization of a sequence of random variables. The precise definition is found below. Empirical measures are relevant to mathematical statistics....