Probability

Basics

Commutative Distribution Function

1. $F_{X}(x) = P(X \leq x)$

Probability Density Function

1. $F_{X}(x) = \int_{-\infty}^{\infty} f_{X}(t) dt$
2. $\int_{-\infty}^{\infty} f_{X}(t) dt = 1$
3. $f_{X}(x) = \frac{d}{dx}F_{X}(x)$