2.3.2 Cumulative Distribution Function (cdf)



next up previous
Next: 2.3.3 Expectation Value and Up: 2.3 Continuous Random Variables Previous: 2.3.1 Probability Density Function

2.3.2 Cumulative Distribution Function (cdf)

The cumulative distribution function gives the probability that the r.v. is less than or equal to :

 

Note that since , and the integral of is normalized to unity, obeys the following conditions:

Figure 5 illustrates a representative cdf. Note the dependence of as . Since is the indefinite integral of , . The cdf can also be defined for a discrete pdf; however, this will be deferred until we discuss the subject of sampling from a discrete distribution.


Figure 5 Representative Cumulative Distribution Function (cdf) View figure



verena@csep1.phy.ornl.gov