cumulative distribution function

分布函数

Probability · Undergraduate · Mathematics Resources editorial compilation (AI-assisted)

Other names / variants: CDF · cdf

Translation evidence: Literature usage

Meaning in context

For a real random variable XX, FX(x)=P(X≤x)F_X(x)=P(X\le x); it is nondecreasing, right-continuous, and has limits 00 and 11 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 X=0X=0 almost surely, FX(x)=0F_X(x)=0 for x<0x<0 and 11 for x≥0x\ge0.

Usage and distinctions

The convention uses a non-strict inequality; a jump is the mass at that point.

Definition sources

  1. Gregory F. Lawler — Notes on ProbabilitySection 2, Random variables, distribution function and its properties · Checked 2026-10-14

Translation sources

  1. 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

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