Calculates the empirical distribution function, or empirical cdf, of the sample data.

## Syntax

**EDF**(

**X**,

**target**,

**Ret_type**)

**X** is the input data series (one/two dimensional array of cells (e.g. rows or columns)).

**target** is the target value to compute the underlying cdf for.

**Ret_type**is a switch to select the return output (1= CDF (default), 2= Inverse CDF).

Order | Description |
---|---|

1 | Cumulative EDF (default) |

2 | Inverse Cumulative EDF |

## Remarks

- For the inverse cumulative EDF calculation, the target value must be between 0 and 1 (exclusive).
- The input data series may include missing values (e.g. #N/A, #VALUE!, #NUM!, empty cell), but they will not be included in the calculations.

## Examples

**Example 1: **

A | B | |
---|---|---|

1 | Date | Data |

2 | 1/1/2008 | #N/A |

3 | 1/2/2008 | -1.28 |

4 | 1/3/2008 | 0.24 |

5 | 1/4/2008 | 1.28 |

6 | 1/5/2008 | 1.20 |

7 | 1/6/2008 | 1.73 |

8 | 1/7/2008 | -2.18 |

9 | 1/8/2008 | -0.23 |

10 | 1/9/2008 | 1.10 |

11 | 1/10/2008 | -1.09 |

12 | 1/11/2008 | -0.69 |

13 | 1/12/2008 | -1.69 |

14 | 1/13/2008 | -1.85 |

15 | 1/14/2008 | -0.98 |

16 | 1/15/2008 | -0.77 |

17 | 1/16/2008 | -0.30 |

18 | 1/17/2008 | -1.28 |

19 | 1/18/2008 | 0.24 |

20 | 1/19/2008 | 1.28 |

21 | 1/20/2008 | 1.20 |

22 | 1/21/2008 | 1.73 |

23 | 1/22/2008 | -2.18 |

24 | 1/23/2008 | -0.23 |

25 | 1/24/2008 | 1.10 |

26 | 1/25/2008 | -1.09 |

27 | 1/26/2008 | -0.69 |

28 | 1/27/2008 | -1.69 |

29 | 1/28/2008 | -1.85 |

30 | 1/29/2008 | -0.98 |

Formula | Description (Result) | |
---|---|---|

=EDF(\$B\$2:\$B\$30,0.5) | Density Probability (0.207) | |

=EDF(\$B\$2:\$B\$29,0.24,2) | Inverse Cumulative Probability (-1.28) |

## Files Examples

## References

- Balakrishnan, N., Exponential Distribution: Theory, Methods and Applications, CRC, P 18 1996.

## 0 Comments