Wednesday 27 July 2016

Cumulative Distribution Function

  Manoj       Wednesday 27 July 2016


If $(X,Y)$ is a two dimensional random variable (discrete or continuous), then $F(x,y)=p\{X\le x\,andY\le y\}$ is called the cumulative distribution function of $(X,Y)$.

For discrete case,
\[F(x,y)=\sum\limits_{j}{\sum\limits_{i}{{{P}_{ij}}}}\]
\[{{y}_{i}}\le y,{{x}_{i}}\le x\]

For continuous case,
\[F(x,y)=\int\limits_{-\infty }^{y}{\int\limits_{-\infty }^{x}{f(x,y)dxdy}}\]
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Thanks for reading Cumulative Distribution Function

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