Definition

distribution function


a function F:[0,1] F: \mathbb{R} \to [0, 1] such that

  1. FF is right-continuous
  2. FF is monotone non-decreasing
  3. limxF(x)=0 \lim_{x \downarrow -\infty} F(x) = 0 and limxF(x)=1 \lim_{x \uparrow \infty} F(x) = 1