Thread: quick and dumb question...

To get the c.d.f. from a p.d.f. of a continuous random variable do I just integrate the p.d.f.?

Originally Posted by billym

To get the c.d.f. from a p.d.f. of a continuous random variable do I just integrate the p.d.f.?

yes, but pay attention to the bounds



in any situation, and in the continuous case you have



where we need a dummy variable of integration.