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CDF

CDF

8.4
A function that gives the probability a value is at most a given number
  • noun
  • /siː diː ɛf/
  • Specialized
translation icon : función de distribución acumulada
  • Figure 9 shows the CDF of the reinsurer's liability under different market configurations for the capped-soft reinsurance market.

Examples

  • So when might we prefer to plot CDF versus PDF?

  • To better understand the data, we can analyze the CDF alongside the probability density function (PDF).

  • So now what would the CDF look like in this case?

  • So let let's let capital F be the CDF as usual.

  • OK, well in the continuous case we have a CDF exactly the same thing.

  • Well, so it's just convenient to choose the CDF to be the sigmoid function, OK.

  • Of course, this doesn't make the CDF result go away, but it adds to the suspicion that it's probably not new physics.

  • The CDF illustrates the likelihood that a random variable will take on a value less than or equal to a specific number.

  • In statistics, the CDF is used to describe the probability distribution of a variable.

Surface Forms

CDF singular
CDFs plural

Morphology

CDF = C + D + F

CDF as 'cumulative distribution function' is an initialism; the letters alone do not allow learners to infer the statistical meaning.

Etymology

CDF is short for cumulative distribution function, where cumulative means 'adding up' and distribution means 'how values are spread'. So a CDF shows the probability that a variable is less than or equal to a certain value.