In [14], Sanov proved that if FN is the empirical cumulative distribution function (cdf) of a sample drawn from a population whose true cdf is F0 and Ω is a set of cdf's which satisfies certain ...
The empirical distribution function of a sample, F n (y), is the proportion of observations less than or equal to y. where n is the number of observations, and is an indicator function with value 1 if ...