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Mathematics · Ch 11 — Probability Distributions

Properties of distribution function

11.4.3.1

Properties of distribution function

For a continuous random variable XX, the cdf satisfies six standing properties, closely paralleling — but not identical to — the discrete case:

  1. 0≤F(x)≤10\le F(x)\le1 for every xx.
  2. F(x)F(x) is real-valued and non-decreasing: x<y⇒F(x)≤F(y)x<y\Rightarrow F(x)\le F(y).
  3. F(x)F(x) is continuous everywhere (unlike the discrete step-function cdf, which jumps at each support point — a continuous XX's cdf never jumps, precisely because no single point carries probability).
  4. lim⁡x→−∞F(x)=0\lim_{x\to-\infty}F(x)=0 and lim⁡x→∞F(x)=1\lim_{x\to\infty}F(x)=1.
  5. P(X>x1)=1−P(X≤x1)=1−F(x1)P(X>x_1)=1-P(X\le x_1)=1-F(x_1). …