ECDF_Normal.R

data<-rnorm(100,3,5)
x<-seq(-10,15,0.01)
y<-pnorm(x,3,5)
s<-(1:100)/100;
plot(sort(data),s,type="s",col="blue",main="Empirical CDF as an estimate\n
     of original Normal CDF")
lines(x,y,type="l",col="red")
legend("bottomright",legend=c("Original CDF","Empirical CDF"),
       lty=c(1,1),lwd=c(1,1),col=c("red","blue"))