Estimating the CDF and Statistical Functionals
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.
KeywordsStatistical Functional Plasma Cholesterol Percent Confidence Interval Confidence Band Empirical Distribution Function
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