Pointwise CLT for the Empirical CDF

📊 Interactive Visualization Guide

This visualization demonstrates Donsker's theorem: For each fixed x, the standardized empirical CDF Z_n(x) = √n·(F̂_n(x) - F(x))/√[F(x)·(1-F(x))] converges to N(0,1). Hover over panels to see detailed statistics. Larger sample sizes should show better alignment with the white normal curve.