What is an empirical CDF plot?

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An empirical CDF plot is a graph that you can use to evaluate the fit of a distribution to your
data, estimate percentiles, and compare different sample distributions. An empirical CDF plot
does the following:

Plots each unique value vs the percentage of values in the sample that are less than or
equal to it, and connects the points with a stepped line.
Fits a cumulative distribution function (CDF) for the selected distribution so that you
can examine how well the distribution fits your data.
Displays a table with the distribution parameter estimates and the number of
observations (N) for your data.
Tip

If you hold the pointer on a point on the stepped line, Minitab displays the row number and x-
and y-values for the point. If you hold the pointer on the fitted line, Minitab displays the
estimated percentiles for multiple points.

An empirical CDF plot performs a similar function as a probability plot. However, unlike a
probability plot, the empirical CDF plot has scales that are not transformed and the fitted
distribution does not form a straight line.

Example of an empirical CDF plot

A manager at a fast food restaurant would like to know the percentage of customers who have
to wait the target time of 4 minutes or less for their food. The manager records the wait times
for 15 customers and plots them.
This empirical CDF plot reveals the following:

The normal distribution seems to fit the sample; therefore, the manager can use the
fitted line to estimate percentiles. If it hadn't fit, the manager could try fitting CDF
lines for other distributions.
The mean wait time is 3.573; the standard deviation is 0.5700.
It seems that about 80% of the data fall below 4.0. The manager can hold the pointer
on the CDF line to get exact numbers. The manager could also add a percentile line at
4 minutes.

The plot shows observations from only one restaurant. The manager could also display and
compare data for several restaurants on the same empirical CDF plot.

Fitting distributions consists in finding a mathematical function which represents in a good way a
statistical
variable.