Hi, I have a problem of understanding the definition of cumulative distribution function for a continuous variable.
Standard definition in the textbook as well as in many internet sites is:
F(x) = (integration from minus infinity to x) f(t)dt. (sorry i do not know how to type mathematical symbol here, please see Cumulative distribution function - Wikipedia, the free encyclopedia).
What does t mean in the definition of cumulative distribution for a continuous variable? why not use f(x)dx?
Thank you in advance.