3 янв. 2023 г. · First we find the variance of ˆFn(x). The variance of a random variable is defined as Var(X) ...

15 мар. 2016 г. · As usual, I found my answer just after asking, so here in my case, I was just looking for: Var(X)=2∫∞0x(1−F(x))dx−(∫∞0(1−F(x))dx)2.

4 янв. 2019 г. · Let x and y be two distinct points. Find Cov(ˆFn(x),ˆFn(y)).

1 сент. 2023 г. · I wonder what its variance is, if we let the argument be a random variable following the same distribution as X. For continuous X, this variance ...

31 мар. 2014 г. · In An Introduction to the Bootstrap, Efron and Tibshirani find it useful to characterize the empirical cumulative distribution function (ecdf) ...

25 авг. 2018 г. · Are there any proofs about the bias of an ECDF when estimating a CDF? Here is a simple example that makes the problem obvious. Put four apples ...

27 мар. 2018 г. · I am looking to have an estimator of FX|y(x) (one variable in condition or more),. Do you know how to get emprical values of such cdf? Many ...

5 нояб. 2014 г. · I wouldn't use MSE simply because ˆF doesn't have constant variance. If you used a weighted MSE that should do better ... but then ˆFi and ...

29 окт. 2020 г. · We are integrating with respect to a differential of the ECDF, and deduce that the expression is Xi? I am struggling to even deduce what the ...

16 дек. 2014 г. · Let X1,…,Xn be iid with cdf F. Let ˆF(x)=∑I(Xi≤x)n be the empirical distribution function. Suppose x<y and compute Cov(ˆF(x),ˆF(y)).