Cumulative Distribution Functions

1
Cumulative Distribution Functions

• The cumulative distribution function of a random
  variable X, written, F, indicates the probability
  that is at and to the left of each point x.
• CDFs are defined for both discrete and continuous
  random variables.

2
Properties of a CDF
3
CDFs for continuous RVs

• If X is a continuous RV with density f, the
  cumulative distribution function of X is

4
Special Properties of a CDF for a Continuous RV