How to Use an Empirical Distribution Function in Python
Last Updated on August 28, 2020
An empirical distribution function provides a way to model and sample cumulative probabilities for a data sample that does not fit a standard probability distribution.
As such, it is sometimes called the empirical cumulative distribution function, or ECDF for short.
In this tutorial, you will discover the empirical probability distribution function.
After completing this tutorial, you will know:
- Some data samples cannot be summarized using a standard distribution.
- An empirical distribution function provides a way of modeling cumulative probabilities for a data sample.
- How to use the statsmodels library to model and sample an empirical cumulative distribution function.
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How to Use an Empirical Distribution Function in Python
Photo by Gigi Griffis, some rights reserved.
Tutorial Overview
This tutorial is divided into three parts; they are:
- Empirical Distribution Function
- Bimodal Data Distribution
- Sampling Empirical Distribution