Hi there, My question is about how to read ECDF graphs. I am still quite unsure what the jumps / zig-zags in the graph mean and what is happening when there is a horizontal line and so on. I would be happy if someone can explain me how I am suppose to read this graph and what information I can get from it. Thank you
The jumps in the CDF tell you that this is a Discrete random variable as opposed to a continuous random variable. The points on the x-axis where the jumps happen are the values that the discrete random variable take. The quantum of the jump represents the probability of the random variable taking on that value.