STA 247

Probability with Computer Applications

Professor K. H. Wong

4C - The Cumulative Distribution Function

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Learning Outcomes

By the end of this video, you should be able to...

Use the probability mass function to derive the cumulative
distribution function (CDF) and vice versa

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Definitions

Discrete Random Variable

A discrete of a random variable X is one that can take on only a finite
number or a countably infinite number of possible values x. A random
variable X is continuous if its domain is an interval of real numbers.

Probability Mass Function

A probability mass function (PMF) of a discrete random variable is one
that assigns a probability to each value x ∈ X such that:

1. 0 ≤ P(X = x ) ≤ 1

X
2. P(X = x ) = 1
x ∈X

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Cumulative Distribution Function

The probability behaviour of a random variable can be represented in

many ways, such as with the probability mass function. Another
representation is with the cumulative distribution function.
Cumulative Distribution Function
The cumulative distribution function (CDF) F (x ) of a discrete random
variable with probability mass function P(x ) or f (x ) is the cumulative
(total) probability up to and including X = x .
X
F (b) = P(X ≤ b) = P(x )
x ∈{x ≤b}

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CDF Example

Find the cumulative distribution function for PMF below:

x 0 1 2 3
P(X = x ) 1/6 1/2 3/10 1/30

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Properties of CDF

CDF of a Discrete Random Variable

For a discrete random variable X with CDF F (X ):
1 The graph of the CDF will be a non-decreasing step-function.
That is for a < b, F (a) ≤ F (b).
2 The graph of the CDF is right continuous. That is,
limx →c + F (x ) = F (c).
3 limx →∞ F (x ) = 1
4 limx →−∞ F (x ) = 0

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CDF Examples - Reading Probabilities

A discrete random variable X has cumulative distribution function defined

by:




0 x <0

0.3


 0≤x <3
F (x ) = 0.55 3 ≤ x < 5

0.88 5 ≤ x < 7






1 x ≥7


a. Plot the CDF.

b. What is the probability that X is less than 5?
c. What is the probability of X = 2?

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CDF Examples - Reading Probabilities

a.

b. P(X < 5) = c. P(X = 2) =

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