Cumulative Distribution Function

Basically just a cumulative PMF/PDF, denoted by .



  1. , non-decreasing
  2. ,
  3. is a step function in the discrete case


  • See Distribution for conversions PMF to CDF: CDF to PMF:

Uses Cases

Example Four die are rolled simultaneously. Suppose the r.v. . Find the p.m.f. of .

  • In this case, it is much easier to just use a CDF