To get the c.d.f. from a p.d.f. of a continuous random variable do I just integrate the p.d.f.?
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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 $\displaystyle F(x)=P(X\le x)$ in any situation, and in the continuous case you have $\displaystyle F(x)=P(X\le x)=\int_{-\infty}^x f(t)dt$ where we need a dummy variable of integration.
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