Cumulative Distribution Function

Definition

c.d.f. F(x) = P(X x)

pmf vs cdf Probability Mass Function

Why study the cdf? sometimes continuous functions F exists and f does not.

Properties

  1. F(X) 0, non-decreasing
  2. F(X) = 0, F(x) = 1
  3. F is a step function in the discrete case