cumulative distribution function

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Related to Probability distribution function: normal distribution

cumulative distribution function

n
(Statistics) statistics a function defined on the sample space of a distribution and taking as its value at each point the probability that the random variable has that value or less. The function F(x) = P(Xx) where X is the random variable, which is the sum or integral of the probability density function of the distribution. Sometimes shortened to: distribution function
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References in periodicals archive ?
The Weibull probability distribution function that is depicted in Fig.
In the following, we derive the explicit expression for the value of vulnerable option price by using Fourier inversion formula for the probability distribution functions. In the process of calculation, we need to use the joint moment generating function of ln S(T) and ln V(T).
The probability distribution function along-with histogram for the month January to December is shown in Figure 1.
The Monte Carlo simulation model randomly selects a specific value from the probability distribution function of each characteristic variable and thus determines a value of profit at the objective state.
First, let us define D as a decumulative probability distribution function, that meets the following criterion:
globosa were analyzed, as well as model performance when parameters were estimated using a two-component mixture probability distribution function. The best candidate growth model was selected based on the Akaike information criterion (AIC) and the Bayesian information criterion (BIC).

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