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Glossary Statistics / Term

Cumulative Probability Distribution Function (cdf)

The cumulative distribution function of a random variable is the chance that the random variable is less than or equal to x, as a function of x. In symbols, if F is the cdf of the random variable X, then F(x) = P( X ≤ x). The cumulative distribution function must tend to zero as x approaches minus infinity, and must tend to unity as x approaches infinity. It is a positive function, and increases monotonically: if y > x, then F(y) ≥ F(x). The cumulative distribution function completely characterizes the probability distribution of a random variable.

Permanent link Cumulative Probability Distribution Function (cdf) - Creation date 2021-08-07


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