--- a/python/utils.py	Tue Dec 20 00:31:37 2011 -0500
+++ b/python/utils.py	Wed Feb 08 15:02:30 2012 -0500
@@ -69,6 +69,16 @@
     def nSamples(self):
         return sum(self.counts)
 
+def cumulativeDensityFunction(sample):
+    'Returns the cumulative density function of the sample of a random variable'
+    from numpy.core.multiarray import array
+    from numpy.lib.function_base import unique
+    from numpy.core.fromnumeric import sum
+    a = array(sample)
+    a.sort()
+    xaxis = unique(a)
+    counts = [sum(a <= x) for x in xaxis]
+    return xaxis, counts
 
 class EmpiricalDiscreteDistribution(EmpiricalDistribution):
     '''Class to represent a sample of a distribution for a discrete random variable