Category:Definitions/Cumulative Distribution Functions

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This category contains definitions related to Cumulative Distribution Functions.
Related results can be found in Category:Cumulative Distribution Functions.

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $X$ be a real-valued random variable on $\struct {\Omega, \Sigma, \Pr}$.

The cumulative distribution function of $X$ is denoted $F_X$, and defined as:

$\forall x \in \R: \map {F_X} x := \map \Pr {X \le x}$