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5 Cards in this Set
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What is a random variable?

Over a sample space S, with a probability measure, random variable X is a realvalued function defined over the elements of S.


What is a (cumulative) distribution function?

The probability, expressed by a function F(x), that a random variable X will take on a value less than or equal to 'x':
F(x) = P(X<=x) 

What is a probability density function?

A function f(x), which integrated from 'a' to 'b' gives the probability that the corresponding random variable will take on a value on the interval from a to b.


How are a distribution function and a probability density function related?

The probability function is the derivative of the distribution function, and the distribution function F(x) is the integral from ∞ to 'x'.


What is the integral of probability density function f(x) taken from ∞ to ∞

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