Statistical estimation techniques involve estimating probability distributions from available data. The fit of data to a particular probability distribution function can be evaluated using various ...

Cumulative probability distribution A function that shows the probability that the random variable will attain a value less than or equal to each value that the random variable can take on.

This paper derives an analytic closed-form formula for the cumulative distribution function (cdf) of the composite error of the stochastic frontier analysis (SFA) model.

Previously suggested methods for constructing confidence bands for cumulative distribution functions have been based on the classical Kolmogorov-Smirnov test for an empirical distribution function.