Random variable

(underline{cdf:})cumulative distribution function
(F(x)=P(X leq x))
(underline{pmf:})probability mass function(for discrete probability distribution )
(1)(p(x) geq0,x in mathcal{X})
(2)(sumlimits_{x in mathcal{X}}P(x)=1)
(underline{pdf:})probability density function
(1)(f(x) geq 0)for all x,
(2)(int_{-infty}^{infty}f(x)dx=1)

原文地址:https://www.cnblogs.com/zonghanli/p/12236777.html