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Cumulative distribution function

Index Cumulative distribution function

In probability theory and statistics, the cumulative distribution function (CDF, also cumulative density function) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. [1]

48 relations: Absolute continuity, Almost everywhere, Average absolute deviation, Binomial distribution, Càdlàg, Classification of discontinuities, Continuous function, Cumulative frequency analysis, Derivative, Descriptive statistics, Empirical distribution function, Engineering, Expected value, Interval (mathematics), Inverse transform sampling, Kolmogorov–Smirnov test, Kuiper's test, Lebesgue integration, Markov's inequality, Median, Monotonic function, Multivariate random variable, Normal distribution, Ogive (statistics), P-value, Paul Lévy (mathematician), Poisson distribution, Power law, Probability, Probability density function, Probability distribution, Probability distribution fitting, Probability mass function, Probability theory, Quantile function, Random number generation, Random variable, Springer Science+Business Media, Standard deviation, Statistical dispersion, Statistical hypothesis testing, Statistics, Stretched exponential function, Survival analysis, Survival function, Test statistic, Uniform distribution (continuous), Weibull distribution.

Absolute continuity

In calculus, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity.

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Almost everywhere

In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities.

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Average absolute deviation

The average absolute deviation (or mean absolute deviation) of a data set is the average of the absolute deviations from a central point.

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Binomial distribution

In probability theory and statistics, the binomial distribution with parameters n and p is the discrete probability distribution of the number of successes in a sequence of n independent experiments, each asking a yes–no question, and each with its own boolean-valued outcome: a random variable containing a single bit of information: success/yes/true/one (with probability p) or failure/no/false/zero (with probability q.

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Càdlàg

In mathematics, a càdlàg (French: "continue à droite, limite à gauche"), RCLL ("right continuous with left limits"), or corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the real numbers (or a subset of them) that is everywhere right-continuous and has left limits everywhere.

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Classification of discontinuities

Continuous functions are of utmost importance in mathematics, functions and applications.

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Continuous function

In mathematics, a continuous function is a function for which sufficiently small changes in the input result in arbitrarily small changes in the output.

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Cumulative frequency analysis

Cumulative frequency analysis is the analysis of the frequency of occurrence of values of a phenomenon less than a reference value.

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Derivative

The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).

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Descriptive statistics

A descriptive statistic (in the count noun sense) is a summary statistic that quantitatively describes or summarizes features of a collection of information, while descriptive statistics in the mass noun sense is the process of using and analyzing those statistics.

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Empirical distribution function

In statistics, an empirical distribution function is the distribution function associated with the empirical measure of a sample.

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Engineering

Engineering is the creative application of science, mathematical methods, and empirical evidence to the innovation, design, construction, operation and maintenance of structures, machines, materials, devices, systems, processes, and organizations.

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Expected value

In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.

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Interval (mathematics)

In mathematics, a (real) interval is a set of real numbers with the property that any number that lies between two numbers in the set is also included in the set.

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Inverse transform sampling

Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, golden ruleAalto University, N. Hyvönen, Computational methods in inverse problems. Twelfth lecture https://noppa.tkk.fi/noppa/kurssi/mat-1.3626/luennot/Mat-1_3626_lecture12.pdf) is a basic method for pseudo-random number sampling, i.e. for generating sample numbers at random from any probability distribution given its cumulative distribution function.

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Kolmogorov–Smirnov test

In statistics, the Kolmogorov–Smirnov test (K–S test or KS test) is a nonparametric test of the equality of continuous, one-dimensional probability distributions that can be used to compare a sample with a reference probability distribution (one-sample K–S test), or to compare two samples (two-sample K–S test).

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Kuiper's test

Kuiper's test is used in statistics to test that whether a given distribution, or family of distributions, is contradicted by evidence from a sample of data.

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Lebesgue integration

In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the -axis.

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Markov's inequality

In probability theory, Markov's inequality gives an upper bound for the probability that a non-negative function of a random variable is greater than or equal to some positive constant.

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Median

The median is the value separating the higher half of a data sample, a population, or a probability distribution, from the lower half.

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Monotonic function

In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order.

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Multivariate random variable

In probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value.

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Normal distribution

In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.

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Ogive (statistics)

In statistics, an ogive is a free-hand graph showing the curve of a cumulative distribution function.

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P-value

In statistical hypothesis testing, the p-value or probability value or asymptotic significance is the probability for a given statistical model that, when the null hypothesis is true, the statistical summary (such as the sample mean difference between two compared groups) would be the same as or of greater magnitude than the actual observed results.

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Paul Lévy (mathematician)

Paul Pierre Lévy (15 September 1886 – 15 December 1971) was a French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions.

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Poisson distribution

In probability theory and statistics, the Poisson distribution (in English often rendered), named after French mathematician Siméon Denis Poisson, is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time or space if these events occur with a known constant rate and independently of the time since the last event.

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Power law

In statistics, a power law is a functional relationship between two quantities, where a relative change in one quantity results in a proportional relative change in the other quantity, independent of the initial size of those quantities: one quantity varies as a power of another.

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Probability

Probability is the measure of the likelihood that an event will occur.

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Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.

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Probability distribution

In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

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Probability distribution fitting

Probability distribution fitting or simply distribution fitting is the fitting of a probability distribution to a series of data concerning the repeated measurement of a variable phenomenon.

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Probability mass function

In probability and statistics, a probability mass function (pmf) is a function that gives the probability that a discrete random variable is exactly equal to some value.

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Probability theory

Probability theory is the branch of mathematics concerned with probability.

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Quantile function

In probability and statistics, the quantile function specifies, for a given probability in the probability distribution of a random variable, the value at which the probability of the random variable is less than or equal to the given probability.

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Random number generation

Random number generation is the generation of a sequence of numbers or symbols that cannot be reasonably predicted better than by a random chance, usually through a hardware random-number generator (RNG).

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Random variable

In probability and statistics, a random variable, random quantity, aleatory variable, or stochastic variable is a variable whose possible values are outcomes of a random phenomenon.

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Springer Science+Business Media

Springer Science+Business Media or Springer, part of Springer Nature since 2015, is a global publishing company that publishes books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing.

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Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

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Statistical dispersion

In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed.

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Statistical hypothesis testing

A statistical hypothesis, sometimes called confirmatory data analysis, is a hypothesis that is testable on the basis of observing a process that is modeled via a set of random variables.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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Stretched exponential function

The stretched exponential function is obtained by inserting a fractional power law into the exponential function.

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Survival analysis

Survival analysis is a branch of statistics for analyzing the expected duration of time until one or more events happen, such as death in biological organisms and failure in mechanical systems.

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Survival function

The survival function is a function that gives the probability that a patient, device, or other object of interest will survive beyond any given specified time.

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Test statistic

A test statistic is a statistic (a quantity derived from the sample) used in statistical hypothesis testing.

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Uniform distribution (continuous)

In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable.

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Weibull distribution

No description.

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CCDF, Complementary cumulative distribution function, Cumulative Distribution Function, Cumulative distribution functions, Cumulative frequency graph, Cumulative mass function, Cumulative probability, Cumulative probability distribution function, CumulativeDistributionFunction, Folded cumulative distribution, Inverse CDF, Mountain plot.

References

[1] https://en.wikipedia.org/wiki/Cumulative_distribution_function

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