A Cumulative Distribution Functions (cdf), F(x) for a random variable X is defined as F(x) = P(X ≤ x). From this definition and the basic axioms, we get a few noteworthy properties:
- F(x) is a monotonically increasing function of x (using National Institute of Standards and Technology definition which allows the function to be flat in spots; some authors would call this non-decreasing).
- limx→ -∞ F(x) = 0 and limx→∞ F(x) = 1
- F(x) is right-continuous, that is for all x0, limx↓x0 F(x) = F(x0)
No comments:
Post a Comment