Estimating the CDF and Statistical Functionals

  • Larry Wasserman
Part of the Springer Texts in Statistics book series (STS)


The first inference problem we will consider is nonparametric estimation of the CDF F. Then we will estimate statistical functionals, which are functions of CDF, such as the mean, the variance, and the correlation. The nonparametric method for estimating functionals is called the plug-in method.


Statistical Functional Plasma Cholesterol Percent Confidence Interval Confidence Band Empirical Distribution Function 
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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Larry Wasserman
    • 1
  1. 1.Department of StatisticsCarnegie Mellon UniversityPittsburghUSA

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