University of Alberta Guide/STAT/222/Formulas and Functions:Cumulative Distribution Functions

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University of Alberta Guide > STAT > 222


The FX(x)(cdf), represents the probability that the value of a random variable X, regardless of its distribution, will be less than or equal to the value x that is provided. For continuous random variables, FX(0)=0 because P(X=0)=0 for all continuous random variables. Therefore, all cumulative distribution functions will start at zero.
Generally, FX(x) represents P(Xx), however, if what is desired is P(X>x) then 1FX(x) would be used.

CDF for an Exponential RV
Cumulative distribution function
Notice that as x increases, the probability nears closer and closer to one. This is because as x increases, the area under the curve of the PDF becomes closer and closer to one.

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