The way I believe you want to go, is to use Fit Y by X, Oneway, and specifying the CDF plot there.
In the above example, the Variable Sex is used as the X Factor, and Height as the Y. If you need to plot two or more separate columns, then the approach you can take is to simply stack the columns using
Tables=>Stack
and then use the Label variable as the X Factor, and the Data Column as the Y.
Here is the sample script for the latter:
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/big class.jmp" );
dtStack = dt << Stack(
columns( :height, :weight ),
Source Label Column( "Label" ),
Stacked Data Column( "Data" )
);
dtStack << Oneway( Y( :Data ), X( :Label ), All Graphs( 0 ), CDF Plot( 1 ) );
Jim