cumulative distribution function

Főnév

cumulative distribution function (tsz. cumulative distribution functions)

  1. (matematika) eloszlásfüggvény

The cumulative distribution function (CDF) gives the probability that a random variable   is less than or equal to a specific value  . It is defined as:

 

For a discrete variable, the CDF is the sum of probabilities for all outcomes up to  . For a continuous variable, it is the integral of the probability density function (PDF) up to  . The CDF always ranges from 0 to 1 and is non-decreasing.