02a Lesson 2 SM - MA206 Probability & Statistics...

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Empirical Distribution Function (EDF) What is an Empirical Distribution Function? Definition 1 : Let x 1 , x 2 ,..., x n be a random sample. The empirical distribution function ) ( x F n (called EDF for short) is a function of x which equals the fraction of X i s that are less than or equal to x for each x , - x . Informally, an Empirical Distribution Function (EDF) is a function representing accumulating frequency of actual sample data. The EDF will allow us to make inferences about some aspect of the larger population. In other words, we can use the EDF to make good guesses about the population characteristics. A Small Example Let’s look at a simple example to see how the EDF is created and what it looks like. In this example, we are interested in the number of occupants in vehicles along the Eisenhower Expressway in Chicago. We are able to take the following small sample: } 6 , 2 , 1 , 4 , 2 { = S . First, let’s put the 5 observations into increasing order. } 6
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This note was uploaded on 04/07/2010 for the course MA & ME 206 & 387 taught by Professor N/a during the Spring '10 term at West Point.

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02a Lesson 2 SM - MA206 Probability & Statistics...

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