Cumulative Distribution Function (CDF)
for a random variable X
Note that Fx(x) is non-decreasing in x, i.e.
Also
Note: The CDF is sometimes referred to as the Probability Distribution Function (PDF).
RELATED
CONCEPTSRandom Variables
Probability Density Function
Probability Mass Function
Gaussian CDF Error FunctionsCopyright © 1998 Rensselaer Polytechnic Institute. All Rights Reserved.