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Cumulative distribution function

A function which at each point t of the sample space has as its value the probability that a given random variable is less than (or equal) t. In symbols, F_X(t) = \mathrm{Pr}(X \le t).

📖 Definitions of "Cumulative distribution function"

noun
  1. 1

    A function which at each point t of the sample space has as its value the probability that a given random variable is less than (or equal) t. In symbols, F_X(t) = \mathrm{Pr}(X \le t).

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