Some fundamental properties of the empirical distribution function are derived in the case of independent but not necessarily identically distributed random variables. The distribution functions of ...

Some general results concerning the asymptotic behavior of the value of the empirical distribution function at a random point (e.g. the sample mean) are given. These results are then used to obtain: ...

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...

When you use a WEIGHT statement, the percentiles are computed differently. The 100pth weighted percentile y is computed from the empirical distribution function with averaging where w i is the weight ...