Symbols:Abbreviations/C/c.d.f.

From ProofWiki
Jump to navigation Jump to search

Abbreviation: cdf or c.d.f.

Cumulative distribution function.


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:

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


Sources