Empirical cumulative distribution function

Re: Empirical cumulative distribution function

HI alternat

welcome to the OzGrid forum!

Can you give some more details?

Have a look at ChtFrmla.zip from Sephen Bullen's Excel pages: http://www.bmsltd.ie/Excel/Default.htm

Wigi

Re: Empirical cumulative distribution function

When you say empirical CDF are you trying to fit a theoretical distribution over some data you have collected. Or are you simply trying to chart your data at discrete intervals?

Re: Empirical cumulative distribution function

Just to confuse you, you do indeed get both continuous and discrete probability distributions . To chart the data at discrete intervals split the interval down, and add the probability mass from each interval progressivly. Because a probability distribution function must sum to 1 - the final discrete chunk of the CDF must = one. Clear as mud? If you need more help post an example of your data.

Re: Empirical cumulative distribution function

Alternat,

Have a look at teh attached book. It shows how you can simply convert a cdf into a pdf. If you do not have the data in the correct format then post a sample of your data for us to see.

Post back if you have any questions.

A.

Re: Empirical cumulative distribution function

Wigi,

Great link! Excel just does more and more when you think around the problem.

Quote from Wigi

Have a look at ChtFrmla.zip from Sephen Bullen's Excel pages: http://www.bmsltd.ie/Excel/Default.htm

Thanks,

Alan.

Re: Empirical cumulative distribution function

Credits to Stephen for coming up with this method. I found it magnific too.