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(Cumulative) Distribution Function

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Probability

Given a RV XX, the function F:R→[0,1]F:\mathbb{R}\to[0,1] defined by F(x)=P(X≤x),x∈RF(x)=P(X\le x), x\in\mathbb{R} is called the distribution function (DF) of X.

1. F(ā‹…)F(\cdot) is non-decreasing 2. lim⁔xā†’āˆžF(x)=1\lim_{x\to\infty}F(x)=1 3. lim⁔xā†’āˆ’āˆžF(x)=0\lim_{x\to-\infty}F(x)=0 4. F(ā‹…)F(\cdot) is right continuous: F(x+)=lim⁔ϵ↓0F(x+ϵ)=F(x)F(x^+)=\lim_{\epsilon\downarrow0}F(x+\epsilon)=F(x)

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