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Math Help - distribution fit, CDF and ECDF

  1. #1
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    distribution fit, CDF and ECDF

    Hello All,

    I am not a mathematics guy, So please excuse me if my understanding about the following is wrong.

    I am looking forward to plot a cdf for 20 sets of data. To my knowledge I need to find the type of distribution the data follows to plot the cdf but I heard from some one that the ECDF can be plotted without even knowing the distribution, can some one explain me about this concept of ECDF and how does it differ from CDF? Any links for the tutorial would be much appreciated.

    Thanks
    Vin
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  2. #2
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    Re: distribution fit, CDF and ECDF

    One thing you do need to know is what you have assumed. Are you SURE everyone knows what "CDF" and "ECDF" mean?

    The item that actually causes fear in your questino is this: "I need to find the type of distribution the data follows". How do you know it follow some known distribution? You should look at your data and use good judgment concerning what sort of distribution it is. You should then decide if some known or named distribution woudl be an adequate representation. There might not be one!

    As far as "emperical" CDF - it is what it is. If you have some evidence or inclination that your data hold to a certain distribution, then that's what it is. You may need to estimate a parameter or two.
    Last edited by TKHunny; July 7th 2011 at 06:17 PM.
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  3. #3
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    Re: distribution fit, CDF and ECDF

    Quote Originally Posted by TKHunny View Post
    One thing you do need to know is what you ahve assumed. Are you SURE everyone knows what "CDF" and "ECDF" mean?

    The item that actually causes fear in your questino is this: "I need to find the type of distribution the data follows". How do you know it follow some known distribution? You should look at your data and use good judgment concerning what sort of distribution it is. You should then decide if some known or named distribution woudl be an adequate representation. There might not be one!

    As far as "emperical" CDF - it is what it is. If you have some evidence or inclination that your data hold to a certain distribution, then that's what it is. You may need to estimate a parameter or two.
    Thank You for the explanation and sorry for not mentioning the Cumulative Distribution Function (CDF) and Emperical Distribution Function(ECDF).

    Also can you tell me what are the common ways to plot the distribution of data? All I know is the Histogram Plot and the Q-Q plot. Is there any other technique?
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  4. #4
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    Re: distribution fit, CDF and ECDF

    Not to Plot, but the Method of Moments can be quite useful.
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