The cumulative distribution function, (c.d.f)
The cumulative distribution function, (c.d.f)
Understanding the Cumulative Distribution Function (c.d.f)
- The Cumulative Distribution Function (c.d.f) is a function that gives the probability that a random variable is less than or equal to a certain value.
- The c.d.f describes the distribution of probability over the entire range of a random variable.
- A c.d.f is always non-decreasing and right-continuous, which means it never decreases as the variable increases and has no jumps to the right.
Features of the Cumulative Distribution Function
- The c.d.f ranges from 0 to 1. The minimum value (0) tells us that the probability of the random variable taking a value less than the smallest possible value is 0.
- Similarly, the maximum value (1) tells us that the probability of the random variable taking a value less than or equal to the largest possible value is 1.
- The c.d.f for a specific value can be calculated by summing up the probabilities of all values up to that point.
- For discrete random variables, the c.d.f jumps by the probability of that value each time.
- For continuous random variables, the c.d.f is a smooth, unbroken function.
Calculating the Cumulative Distribution Function
- The c.d.f of a random variable X for a specific value x can be calculated using the formula F(x) = P(X ≤ x).
- For discrete random variables, the c.d.f at a specific value x can be calculated by adding up all the probabilities of the outcomes that are less than or equal to x.
- For continuous random variables, the c.d.f is found by integrating the probability density function up to the value x.
Applications of the Cumulative Distribution Function
- The c.d.f can be used to calculate percentiles, which are the values below which a certain percent of the data falls.
- It can also be used to find probabilities of intervals, by subtracting the c.d.f values at the endpoints of the interval.
- The c.d.f gives a complete description of the statistical distribution of a random variable, and can be used to calculate any statistic - such as the mean, variance or median. However, this requires more advanced mathematical techniques.