What is an ECDF and why is it useful?
mediumAnswer
- Empirical Cumulative Distribution Function: .
- Plots the fraction of data ≤ x for every x.
- No binning — no arbitrary choice like histograms.
- Useful for: comparing distributions visually (overlap two ECDFs), computing quantiles at a glance, checking distributional assumptions (compare ECDF to a theoretical CDF via Kolmogorov-Smirnov test).
Check yourself — multiple choice
- Same as histogram
- Empirical CDF: fraction ≤ x, no binning; useful for comparing distributions and KS-test
- Requires bins
- Not smooth
ECDF: no-binning distribution view; foundation of KS-test.
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Practise Statistics Fundamentals
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