cumulative distribution function

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Related to Empirical cumulative distribution function: Cumulative probability

cumulative distribution function

n
(Statistics) statistics a function defined on the sample space of a distribution and taking as its value at each point the probability that the random variable has that value or less. The function F(x) = P(Xx) where X is the random variable, which is the sum or integral of the probability density function of the distribution. Sometimes shortened to: distribution function