Mathematics · Ch 11 — Probability Distributions
Properties of distribution function
11.4.3.1
Properties of distribution function
For a continuous random variable , the cdf satisfies six standing properties, closely paralleling — but not identical to — the discrete case:
- for every .
- is real-valued and non-decreasing: .
- is continuous everywhere (unlike the discrete step-function cdf, which jumps at each support point — a continuous 's cdf never jumps, precisely because no single point carries probability).
- and .
- . …