Abstract
Email: The empirical distribution function (ecdf) is unbiased in the usual sense, but shows certain order bias. Pyke suggested discrete ecdf using expectations of order statistics. Piecewise constant optimal ecdf saves 200%/N of sample size N. Results are compared with linear interpolation for U(0, 1), which require up to sixfold shorter samples at the same accuracy.
DOI
10.22237/jmasm/1257033900
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
