PIT ECDF

Plot of the probability integral transform of the posterior predictive distribution with respect to the observed data.

using ArviZPythonPlots, ArviZExampleData

use_style("arviz-variat")

data = load_example_data("radon")
pc = plot_ppc_pit(data)

See plot_ppc_pit.

See also the EABM chapter on Posterior predictive checks with PIT-ECDFs.