LOO-PIT ECDF

Plot of the probability integral transform of the posterior predictive distribution with respect to the observed data using the leave-one-out (LOO) method.

using ArviZPythonPlots, ArviZExampleData

use_style("arviz-variat")

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

See plot_loo_pit.

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