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Probability Distribution
(redirected from Cumulative probability distribution function)

   Also found in: Dictionary/thesaurus, Encyclopedia, Wikipedia 0.01 sec.
Probability distribution
A function that describes all the values a random variable can take and the probability associated with each. Also called a probability function.

Probability Distribution
All the possible values a random variable can take under a given set of circumstances, as well as the probability that it will take each value. A normal probability is a bell curve.

probability distribution
The distribution of possible outcomes to an event along with the probability of each potential outcome. This statistical tool is used to measure the risk associated with events such as shooting craps, playing cards, or investing in securities.


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Hence a continuous probability distribution function (pdf) becomes a discrete pdf that can be written: [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] (1) where w is the probability mass function, [delta] (x-n) is a delta function, and [PHI] is the cumulative probability distribution function.
Given that the cumulative probability distribution function can be obtained by integrating the probability density function, the dominance of strategy F over strategy G by FSD can be expressed as: |Mathematical Expression Omitted~ for all values of P |epsilon~ |a, b~, with strict inequality holding for at least one value of P |epsilon~ |a, b~, where a and b are the minimum and maximum values of the payoffs or outcomes and |P.
 
 
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