cumulative distribution function

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For a random variable X, the cumulative distribution function (or c.d.f.) is the function F defined by F(x)=Pr(Xx). 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.

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