累积分布函数（cumulative distribution function）

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累积分布函数（cumulative distribution function）定义：对连续函数，所有小于等于a的值，其出现概率的和。F(a)=P(x<=a)

python statsmodels包支持计算和绘制累积分布函数

import numpy as np
import statsmodels.api as sm # recommended import according to the docs
import matplotlib.pyplot as plt

sample = np.random.uniform(0, 1, 50)
ecdf = sm.distributions.ECDF(sample)

#等差数列，用于绘制X轴数据
x = np.linspace(min(sample), max(sample))
# x轴数据上值对应的累计密度概率
y = ecdf(x)
#绘制阶梯图
plt.step(x, y)
plt.show()

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原文地址：https://www.cnblogs.com/webRobot/p/11405526.html