Cumulative distribution function

The cumulative distribution function gives the probability that a random variable X takes a value less than or equal to x. It completely describes the probability distribution of X and is used for computing probabilities and quantiles.

F_X(x) = \mathrm{P}(X \leq x)

What the symbols mean

cumulative distribution function of the random variable X evaluated at x, a value between 0 and 1
random variable
real number at which the distribution is evaluated

About this formula

  • FieldStatistics
  • TopicProbability distributions
  • LevelUniversity
  • Also calledCDF, distribution function, cumulative distribution, distribution function of a random variable, probability that X is less than or equal to x, CDF of a random variable
  • SourceWikidata Q386228

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