Probability that random variable X is less than or equal to x
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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.
^Deisenroth, Marc Peter; Faisal, A. Aldo; Ong, Cheng Soon (2020). Mathematics for Machine Learning. Cambridge University Press. p. 181. ISBN 9781108455145.
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