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Background Modules for ChE473K Process Design and Operations at the University of Texas at Austin Gerald G. McGlamery, Jr., Ph.D., P.E. |
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The Cumulative Distribution Function The Crobability Distribution Function (CDF) expresses the cumulative probability of a CRV taking on a value between the lower bound and a point in the range of that variable. The probability of an event occuring between any two values, a and b, of the CDF is given as P (a < x < b) = g(b) – g(a) where g(x) is the cumulative distribution function.
For example, in the graph above, the probability of x taking on a value between a and b is approximately 0.67 – 0.07 = 0.60. The following relationships hold between the PDF, f(x), and the CDF, g(x):
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All Material © 2001–2010
Gerald G. McGlamery, Jr. |
