Global Information Lookup Global Information

Cumulative distribution function information


Cumulative distribution function for the exponential distribution
Cumulative distribution function for the normal distribution

In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable , or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .[1]

Every probability distribution supported on the real numbers, discrete or "mixed" as well as continuous, is uniquely identified by a right-continuous monotone increasing function (a càdlàg function) satisfying and .

In the case of a scalar continuous distribution, it gives the area under the probability density function from negative infinity to . Cumulative distribution functions are also used to specify the distribution of multivariate random variables.

  1. ^ Deisenroth, Marc Peter; Faisal, A. Aldo; Ong, Cheng Soon (2020). Mathematics for Machine Learning. Cambridge University Press. p. 181. ISBN 9781108455145.

and 23 Related for: Cumulative distribution function information

Request time (Page generated in 1.039 seconds.)

Cumulative distribution function

Last Update:

statistics, the cumulative distribution function (CDF) of a real-valued random variable X {\displaystyle X} , or just distribution function of X {\displaystyle...

Word Count : 4067

Normal distribution

Last Update:

quantile function of a distribution is the inverse of the cumulative distribution function. The quantile function of the standard normal distribution is called...

Word Count : 22359

Quantile function

Last Update:

the cumulative distribution function) or inverse distribution function. With reference to a continuous and strictly monotonic cumulative distribution function...

Word Count : 2151

Weibull distribution

Last Update:

parameter of the distribution. Its complementary cumulative distribution function is a stretched exponential function. The Weibull distribution is related to...

Word Count : 5612

Probability density function

Last Update:

refer to the cumulative distribution function, or it may be a probability mass function (PMF) rather than the density. "Density function" itself is also...

Word Count : 4940

Empirical distribution function

Last Update:

an empirical distribution function (commonly also called an empirical cumulative distribution function, eCDF) is the distribution function associated with...

Word Count : 1519

Joint probability distribution

Last Update:

variables, the joint distribution, as a particular multivariate distribution, may be expressed by a multivariate cumulative distribution function, or by a multivariate...

Word Count : 3102

Cauchy distribution

Last Update:

Lorentz distribution (after Hendrik Lorentz), Cauchy–Lorentz distribution, Lorentz(ian) function, or Breit–Wigner distribution. The Cauchy distribution f (...

Word Count : 6871

Probability distribution

Last Update:

probability density function over that interval. An alternative description of the distribution is by means of the cumulative distribution function, which describes...

Word Count : 6402

Exponential distribution

Last Update:

continuous probability distribution that has a constant failure rate. The quantile function (inverse cumulative distribution function) for Exp(λ) is F − 1...

Word Count : 6552

Continuous uniform distribution

Last Update:

\\0&{\text{otherwise}}.\end{cases}}} The cumulative distribution function of the continuous uniform distribution is: F ( x ) = { 0 for  x < a , x − a b...

Word Count : 4135

Logistic distribution

Last Update:

statistics, the logistic distribution is a continuous probability distribution. Its cumulative distribution function is the logistic function, which appears in...

Word Count : 1732

Binomial distribution

Last Update:

6,0.3)={\binom {6}{4}}0.3^{4}(1-0.3)^{6-4}=0.059535.} The cumulative distribution function can be expressed as: F ( k ; n , p ) = Pr ( X ≤ k ) = ∑ i =...

Word Count : 7629

Distribution function

Last Update:

Distribution function may refer to Cumulative distribution function, a basic concept of probability theory Distribution function (physics), a function...

Word Count : 74

Survival function

Last Update:

cumulative distribution function of the lifetime. Sometimes complementary cumulative distribution functions are called survival functions in general. Let the...

Word Count : 2060

Gumbel distribution

Last Update:

his original papers describing the distribution. The cumulative distribution function of the Gumbel distribution is F ( x ; μ , β ) = e − e − ( x − μ...

Word Count : 2274

Sigmoid function

Last Update:

distribution; another is the arctan function, which is related to the cumulative distribution function of a Cauchy distribution. A sigmoid function is...

Word Count : 1688

Laplace distribution

Last Update:

Laplace distribution is easy to integrate (if one distinguishes two symmetric cases) due to the use of the absolute value function. Its cumulative distribution...

Word Count : 3033

Multivariate normal distribution

Last Update:

vector, its probability density function, cumulative distribution function, and inverse cumulative distribution function can be computed with the numerical...

Word Count : 9474

Pareto distribution

Last Update:

model the distribution of wealth, then the parameter α is called the Pareto index. From the definition, the cumulative distribution function of a Pareto...

Word Count : 5981

Rayleigh distribution

Last Update:

Finally, the probability density function for X {\displaystyle X} is the derivative of its cumulative distribution function, which by the fundamental theorem...

Word Count : 2177

Gamma distribution

Last Update:

tractability in posterior distribution computations. The probability density and cumulative distribution functions of the gamma distribution vary based on the...

Word Count : 8705

Marginal distribution

Last Update:

y\in [c,d]} . Finding the marginal cumulative distribution function from the joint cumulative distribution function is easy. Recall that: For discrete...

Word Count : 1986

PDF Search Engine © AllGlobal.net