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:
is monotone increasing
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.