Distribution function
If
is a random variable, its distribution function (or
cumulative distribution function) is a function
![[eq1]](http://images2.statlect.com/distribution_function__2.png)
such
that:![[eq2]](http://images1.statlect.com/distribution_function__3.png)
In other words, the value of the distribution function of
at the point
is equal to the probability that
takes on a value smaller than or equal to
.
More details about the distribution function can be found in the lecture entitled Random variables.
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