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Question
Explain the distribution function of a random variable
Sum
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Solution
The discrete cumulative distribution function or distribution function of a real-valued discrete random variable X takes the countable number of points x1, x2, …. with corresponding probabilities p(x1), p(x2),… and then the cumulative distribution function is defined by
Fx(x) = P(X ≤ x), for all x ∈ R
i.e. Fx (x) = `sum_(x ≤ x) "P"(x_"i")`
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