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 cumulative distribution function is defined as
{% Prob(X \leq x) = F(x) %}
The function is required to have the following properties

  • {% F(x) %} is right continuous, that is
    {% lim_{x \rightarrow x_0} F(x) = F(x_0) %}
    where {% x>x_0 %} in the limit.
  • {% lim_{x \rightarrow - \infty} F(x) = 0 %}
  • {% lim_{x \rightarrow \infty} F(x) = 1 %}

Calculations Using Cumulative Function


Topics


Example


Contents