Mathematics · Ch 11 — Probability Distributions
Distribution function from Probability density function
11.4.4
Distribution function from Probability density function
Both and carry the full probability information of a continuous , and either determines the other. Given the pdf , the cdf is built by integrating piece by piece over each interval on which has a different formula, always starting the accumulation from :
Worked technique (piecewise pdf). For a triangular pdf on , on , elsewhere: for , ; for , ; for , ; for , . The same running-integral idea applies to exponential-type densities such as (), giving …