Cumulative Distribution Functions (VCE SSCE Mathematical Methods): Flashcards

Cumulative distribution function

$\text{Pr}(X \leq x)$

$F(x) = \int_c^x f(t) \, dt$

$F(c) = 0$

$F(d) = 1$

Non-decreasing

S-shaped

Always continuous

$F'(x) = f(x)$

$F(x) = \int_{-\infty}^x f(t) \, dt$