Definition
Let (x1, …, xn) be iid real random variables with the common cdf F(t). Then the empirical distribution function is defined as
where 1{A} is the indicator of event A. For a fixed t, the indicator 1{xi ≤ t} is a Bernoulli random variable with parameter p = F(t), hence is a binomial random variable with mean nF(t) and variance nF(t)(1 − F(t)). This implies that is an unbiased estimator for F(t).
Read more about this topic: Empirical Distribution Function
Famous quotes containing the word definition:
“Mothers often are too easily intimidated by their children’s negative reactions...When the child cries or is unhappy, the mother reads this as meaning that she is a failure. This is why it is so important for a mother to know...that the process of growing up involves by definition things that her child is not going to like. Her job is not to create a bed of roses, but to help him learn how to pick his way through the thorns.”
—Elaine Heffner (20th century)
“It is very hard to give a just definition of love. The most we can say of it is this: that in the soul, it is a desire to rule; in the spirit, it is a sympathy; and in the body, it is but a hidden and subtle desire to possess—after many mysteries—what one loves.”
—François, Duc De La Rochefoucauld (1613–1680)
“It’s a rare parent who can see his or her child clearly and objectively. At a school board meeting I attended . . . the only definition of a gifted child on which everyone in the audience could agree was “mine.””
—Jane Adams (20th century)