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cumulative distribution function

British

noun

Sometimes shortened to: distribution function. 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 ( X ≤ x ) where X is the random variable, which is the sum or integral of the probability density function of the distribution

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The cumulative distribution function is used to evaluate probability as area.

From Textbooks • Sep. 19, 2013

Definitions and idiom definitions from Dictionary.com Unabridged, based on the Random House Unabridged Dictionary, © Random House, Inc. 2023