Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Probability distribution
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== Cumulative distribution function === Absolutely continuous probability distributions as defined above are precisely those with an [[Absolute continuity|absolutely continuous]] cumulative distribution function. In this case, the cumulative distribution function <math>F</math> has the form <math display="block">F(x) = P(X \leq x) = \int_{-\infty}^x f(t)\,dt</math> where <math>f</math> is a density of the random variable <math>X</math> with regard to the distribution <math>P</math>. ''Note on terminology:'' Absolutely continuous distributions ought to be distinguished from '''continuous distributions''', which are those having a continuous cumulative distribution function. Every absolutely continuous distribution is a continuous distribution but the inverse is not true, there exist [[singular distribution]]s, which are neither absolutely continuous nor discrete nor a mixture of those, and do not have a density. An example is given by the [[Cantor distribution]]. Some authors however use the term "continuous distribution" to denote all distributions whose cumulative distribution function is [[absolutely continuous function|absolutely continuous]], i.e. refer to absolutely continuous distributions as continuous distributions.<ref name="ross">{{cite book|first=Sheldon M.|last=Ross|title=A first course in probability|publisher=Pearson|year=2010}}</ref> For a more general definition of density functions and the equivalent absolutely continuous measures see [[absolutely continuous measure]].
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)