Wikipedia 10K Redux

Reconstructed by Reagle from Starling archive; see blog post for context.

Cumulative_Distribution_Function

back to Summarizing Statistical Data -- Probability Distributions

The Cumulative Distribution Function (abbreviated cdf) describes the probability distribution of a quantitative Random Variable, X, completely. For every possible value, x, in the range, the cdf is given by

:F(x) = Pr[X<=x],

that is the probability that X is no greater than x.

If X is a Discrete Random Variable, then the probability is concentrated on discrete points and F(x) can be described as a sequence of pairs <x,p(x)> where p(x) = Pr[X=x].

If X is a Continuous Random Variable, the the Probability Density, f(x), is distributed over an interval (or collection of intervals) and can be described as the derivative of F(x) with respect to x.


Dick Beldin