ecdf
Purpose
Why is there a mention of bootstrap in a place which discusses multivariate statistics ?
> par(mfrow = c(1, 2)) > x <- rnorm(100) > plot(ecdf(x), main = "N=100") > x <- rnorm(1000) > plot(ecdf(x), main = "N=1000") |
ecdf is basically a step function. The e.c.d.f. (empirical cumulative distribution function) Fn is a step function with jumps i/n at observation values, where i is the number of tied observations at that value. Missing values are ignored.
God knows why there is a need for a topic on bootstrap in the chapter of the book on Multivariate Statistics.