%This is Matlab code to generate a visualization of the empirical
%distribution function
%This code released under the CC0 "license"

%Generate random samples
NumSamps =20; 

%Get standard normally distributed samples
samples = randn(NumSamps,1);

%Get emprical cdf
[f,x] = ecdf(samples);

%Get real cdf
x_cdf = [-5:0.01:5];
y_cdf = normcdf(x_cdf);

%Generate figure;
figure; hold on;
plot(x_cdf,y_cdf,'-','Color',[0.6 0.6 0.6],'LineWidth',2);
stairs(x,f,'b-','LineWidth',2);
%The 1/NumSamps ensures the black bars are scaled to be probabilities
plot([samples samples]',[zeros(NumSamps,1) (1/NumSamps)*ones(NumSamps,1)]','-k','LineWidth',2);
set(gca,'FontSize',12)
grid on; box on;
xlim([-4 4])