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