How do I plot the estimated cumulative density function of some samples?

I don’t think you need anything fancy here:

using Plots
n = 50
g1 = [randn() for i = 1:n] # generate the samples

p = plot(sort(g1), (1:n)./n, 
    xlabel = "sample", ylabel = "Probability", 
    title = "Empirical Cumluative Distribution", label = "")

image

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