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4 votes
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UMVUE of distribution function $F$ when $X_i\sim F$ are i.i.d random variables

Let $(X_1,X_2,\cdots,X_n)$ be a random sample drawn from a population with distribution function $F$. Is the empirical distribution function $F_n$ the UMVUE of $F$? ( $F$ itself is the parameter of ...
StubbornAtom's user avatar
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8 votes
2 answers
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What inferential method produces the empirical CDF?

The empirical cdf is an estimate of the cdf. What kind of estimation method (such as method of moments, MLE, ...) constructs the empirical cdf? Is the empirical cdf a nonparametric estimate? Do ...
Tim's user avatar
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