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Math Help - quick and dumb question...

  1. #1
    Member billym's Avatar
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    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.?
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  2. #2
    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by billym View Post
    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

    F(x)=P(X\le x)

    in any situation, and in the continuous case you have

    F(x)=P(X\le x)=\int_{-\infty}^x f(t)dt

    where we need a dummy variable of integration.
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