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Mathematics · Ch 11 — Probability Distributions

Cumulative Distribution Function from Probability Mass function

11.3.4

Cumulative Distribution Function from Probability Mass function

Both the pmf and the cdf of a discrete random variable carry the same information — the full probability distribution is determined by either one. If XX takes the finitely many values x1<x2<⋯<xnx_1<x_2<\cdots<x_n, the cdf is built directly from the pmf as the running (cumulative) sum:

F(x)={0x<x1f(x1)x1≤x<x2f(x1)+f(x2)x2≤x<x3 ⋮f(x1)+⋯+f(xn)=1x≥xnF(x)=\begin{cases}0 & x<x_1\\ f(x_1) & x_1\le x<x_2\\ f(x_1)+f(x_2) & x_2\le x<x_3\\ \ \vdots & \\ f(x_1)+\cdots+f(x_n)=1 & x\ge x_n\end{cases} …