Pointwise CLT for the Empirical CDF

Visualizing convergence to N(0,1) at multiple quantiles

📊 Interactive Visualization Guide

This visualization demonstrates the pointwise CLT for the empirical CDF: 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.

Distribution

Sample Sizes (comma-separated)

Simulations per n

Number of x-points

Histogram Bins

Pointwise CLT for the Empirical CDF

📊 Interactive Visualization Guide

Convergence Statistics