Difference between revisions of "Cumulative distribution function"

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If the [[domain]] of the variable is [[finite]], then the upper limit equation (2) above should be the upper bound.
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If the [[domain]] of the variable is [[finite]], then the upper limit in equation (2) above should be the upper bound of the variables [[domain of support]].
  
  
 
[[Category:mathematics]]
 
[[Category:mathematics]]

Revision as of 01:01, January 2, 2008

In probability theory, a cumulative distribution function F(x) of a probability density function say f(x) is a real valued and continuous function whose value is the proportion of probability values of a variable which occur on the part of the real line up and including the value of that variable; i.e.,


Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F(x) = \int_{-\infty}^x \,f(\lambda)\,d\lambda}


Due to the properties of the probability density function f(x), the cumulative distribution function F(x) will have the following properties:


(1) inside its domain of support.


(2) Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lim_{x \to \infty}F(x) = 1 } , i.e., finitely convergent (to unity by convention).


(3) Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F(a) \leq F(b) } for a<b, i.e., is non-decreasing


If the domain of the variable is finite, then the upper limit in equation (2) above should be the upper bound of the variables domain of support.