For a random variable X, the cumulative distribution function (or c.d.f.) is the function F defined by F(x)=Pr(X≤x). Thus, for a discrete random variable,where p is the probability mass function, and, for a continuous random variable,
F(x) = ∫−∞xf(t)dt,
where f is the probability density function.
Subjects: Probability and Statistics.