search for: empirical_distribution_function

...ted with each sample x_i is a certain weight w_i. All the weights are in another vector w of the same length N. I have another vector of samples y of length n (small n). All these samples have equal weights 1/n. The ECDF of these samples is defined as for example at http://en.wikipedia.org/wiki/Empirical_distribution_function and I can compute it using the ecdf() function in R. I define the 'ECDF' of the samples x with their associated weights in the following way: F_N(x) = 1/N * sum_{i=1}^{N}w_i * Indicator(x_i <= x) (does this 'ECDF' have another name???) So it's basically the same formula a...