[R] Fit a distribution to an "ECDF"

Frank Harrell f.harrell at vanderbilt.edu
Wed Nov 17 04:36:22 CET 2010

Fitting curves to an ECDF will result in a fit that has the same precision as
the ECDF if variances are calculated correctly.  So why not stop with the
ECDF as your estimator?


Frank Harrell
Department of Biostatistics, Vanderbilt University
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