Does Excel allow me to plot the empirical cumulative distribution function? And if so, how can I do it? Thanks.
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
I'm no expert at this, but I think it's just charting the data at discrete intervals instead of continuously as in CDF.
Just to be sure, please check the Wikipedia entry at http://%22http//en.wikipedia.…ion_function%22 for this, although I think I understood it correctly.
Thanks for the help so far, guys. I really appreciate it.

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 WigiHave 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.
Participate now!
Don’t have an account yet? Register yourself now and be a part of our community!