[R] fitting a distribution to a ecdf plot

Frank Harrell f.harrell at vanderbilt.edu
Mon Nov 28 12:35:04 CET 2011

Note that fitting to the ECDF will result in a distribution estimator that
has the same mean squared error as the ECDF.  That makes it difficult to see
the value of fitting.

Lathouri, Maria wrote
> Dear all,
> I need to plot an cumulative distribution plot of a variable and then to
> fit a distribution to that, probably a weibull or lognormal.
> I have plotted the ecdf as
>> plot(ecdf(x))
> but I haven't managed to fit the distribution. I have as well attached the
> data.
> I would appreciate if you could help me on that.
> Thank you.
> Kind regards
> Maria
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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