cumulative distribution function
分布函数
Meaning in context
For a real random variable , ; it is nondecreasing, right-continuous, and has limits and at the two infinities.
实随机变量不超过x的概率所构成的函数;它单调不减、右连续,两端极限分别为0和1。
Example
For almost surely, for and for .
Usage and distinctions
The convention uses a non-strict inequality; a jump is the mass at that point.
Recommended reading in this subject · Preparation & skip guidance
Definition sources
- Gregory F. Lawler — Notes on ProbabilitySection 2, Random variables, distribution function and its properties · Checked 2026-10-14
Translation sources
- 李东风 — 应用随机过程(北京大学)§1.2.1 定义1.6;§1.2.2 分布函数的性质 · Checked 2026-10-14