The first step is to ensure that the given distribution actually is a valid probability distribution. As mentioned earlier, this involves checking two key properties: non-negativity and summation to ...

In [14], Sanov proved that if FN is the empirical cumulative distribution function (cdf) of a sample drawn from a population whose true cdf is F0 and Ω is a set of cdf's which satisfies certain ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...

This is a preview. Log in through your library . Abstract A method is proposed for finding a closed form expression for the cumulative distribution function (CDF) of the maximum value of the objective ...

A P-P plot compares the empirical cumulative distribution function (ecdf) of a variable with a specified theoretical cumulative distribution function F(·). The ecdf, denoted by F n (x), is defined as ...

The empirical distribution function of a sample, F n (y), is the proportion of observations less than or equal to y. where n is the number of observations, and is an indicator function with value 1 if ...