How do I plot a step function with Matplotlib in Python?

This should be easy but I have just started toying with matplotlib and python. I can do a line or a scatter plot but i am not sure how to do a simple step function. Any help is much appreciated.

x = 1,2,3,4
y = 0.002871972681775004, 0.00514787917410944, 0.00863476098280219, 0.012003316194034325


It seems like you want step.


import matplotlib.pyplot as plt

x = [1,2,3,4] 
y = [0.002871972681775004, 0.00514787917410944, 
     0.00863476098280219, 0.012003316194034325]

plt.step(x, y)

enter image description here