In: Statistics and Probability
What is a [cumulative] distribution function and what does it describe?
The cumulative distribution function of a real-valued random variable X is the function given by. where the right-hand side represents the probability that the random variable X takes on a value less than or equal to x.
In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables.
The cumulative distribution function of a real-valued random variable X is the function given by
where the right-hand side represents the probability that the random variable X takes on a value less than or equal to x. The probability that X lies in the semi-closed interval(a, b], where a < b, is therefore