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Empirical Distribution Functions

An empirical distribution function (EDF) is a way to estimate the probability distribution of a data set based on the observed data. It shows, for any value, the proportion of data points that are less than or equal to that value. Essentially, it builds a step-by-step graph that visualizes how data are spread out, allowing you to see the cumulative likelihood of different outcomes within your sample. The EDF helps analyze patterns and make inferences about the overall data, serving as a foundational tool in statistics for understanding the distribution of collected data points.