Empirical distribution function
= Empirical distribution function
{title2=$F_n$}
{wiki}
For real observations $X_1,\ldots,X_n$, the empirical distribution function is
$$
F_n(x)=\frac1n\sum_{i=1}^n\mathbf1_{\{X_i\leq x\}}.
$$
= Empirical distribution function
{title2=$F_n$}
{wiki}
For real observations $X_1,\ldots,X_n$, the empirical distribution function is
$$
F_n(x)=\frac1n\sum_{i=1}^n\mathbf1_{\{X_i\leq x\}}.
$$