Cumulative Distribution Function

Overview


The cumulative distribution function is a function that can be used to represent a random variable and used to calculate various statistics of that variable.

Cumulative Function


The joint cumulative distribution function for two random variables {% X %} and {% Y %} is defined as
{% Prob(X \leq x, Y \leq y) = F(x, y) %}

Marginal Distributions


{% F(x) = lim_{y \rightarrow \infty} F(x,y)%}