[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

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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