% % math495/stat490 -- 16 oct 03 -- djm % % w07cdfA.m: uniform rv eCDF clear % initialize settings rand('state',7654321) Nrvs = 500; Nex = 1; ecdf = (1:Nrvs)/Nrvs; sorted = zeros(Nrvs,Nex); % plot empirical cdf figure(2); clf for j=1:Nex % uniform random variables rvs = rand(Nrvs,1); sorted = sort(rvs); plot(sorted,ecdf,'r.'); hold on end title(['\bf empirical CDF for (N = ' num2str(Nrvs) ' rvs)']) ylabel('\bf eCDF (F_k = k/N)') xlabel(['\bf sorted x_k''s (' num2str(Nex) ' simulations)']) axis([0 1 0 1]) ind = (1:Nrvs); tmean = ind/(Nrvs+1); plot(tmean,ecdf,'b') %tvar = ind.*(Nrvs-ind+1)/(Nrvs+1)^2/(Nrvs+2); %plot(tmean+2*sqrt(tvar),ecdf,'b--') %plot(tmean-2*sqrt(tvar),ecdf,'b--')