%This is Matlab code to generate a visualization of the empirical %distribution function %This code released under the CC0 "license"  %Generate random samples NumSamps =20;   %Get standard normally distributed samples samples = randn(NumSamps,1);  %Get emprical cdf [f,x] = ecdf(samples);  %Get real cdf x_cdf = [-5:0.01:5]; y_cdf = normcdf(x_cdf);  %Generate figure; figure; hold on; plot(x_cdf,y_cdf,'-','Color',[0.6 0.6 0.6],'LineWidth',2); stairs(x,f,'b-','LineWidth',2); %The 1/NumSamps ensures the black bars are scaled to be probabilities plot([samples samples]',[zeros(NumSamps,1) (1/NumSamps)*ones(NumSamps,1)]','-k','LineWidth',2); set(gca,'FontSize',12) grid on; box on; xlim([-4 4])