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The Cumulative Distribution Function for a Random Variable

The Cumulative Distribution Function for a Random Variable \Each continuous Random Variable has an associated \probability density Function (pdf)0 B \. It records the probabilities associated with as under its graph. Moreareasprecisely, the probability that a value of is between and .\+, T + \ , 0 B .B'+,For example, T " \ $ 0 B .B'"$ T $ \ T $ \ _ 0 B .B'$_ T \ " T _ \ " 0 B .B' _ " i) Since probabilities are always between and , it must be that !"0 B ! (so that can never give a negative probability ), and'+,0 B .B ii) Since a certain event has probability ," total area under the graph of T _ \ _ " 0 B.

cumulative distribution function that is, an antiderivativefor the probabilityJÐBÑ den ity function=À 0ÐBÑœ /" # ÐB Ñ Î# 51.5 È ## Therefore it's not possible to find an exact value for TÐ+Ÿ\Ÿ,Ñœ / .BœJÐ,Ñ JÐ+Ñ' +, "# ÐB Ñ Î# 51.5 È ## Suppose is a normal random variable with mean and standard deviation\ œ"Þ*.

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