Distribution function

From Glossary of Meteorology

distribution function

(Also called probability distribution function.) A function F(x) yielding the probability that a stated random variable will assume some value less than or equal to any arbitrary number x.

By definition, the distribution function is identically zero for all values of x below the least admissible value of the random variable, and identically unity for all values of x equal to or greater than the greatest admissible value of the random variable. Moreover, F(x2) ≥ F(x1) whenever x2 > x1. Sometimes, for the sake of clarity, the distribution function is called the cumulative distribution function.
Compare probability density function.

Copyright 2022 American Meteorological Society (AMS). For permission to reuse any portion of this work, please contact permissions@ametsoc.org. Any use of material in this work that is determined to be “fair use” under Section 107 of the U.S. Copyright Act (17 U.S. Code § 107) or that satisfies the conditions specified in Section 108 of the U.S.Copyright Act (17 USC § 108) does not require AMS’s permission. Republication, systematic reproduction, posting in electronic form, such as on a website or in a searchable database, or other uses of this material, except as exempted by the above statement, require written permission or a license from AMS. Additional details are provided in the AMS Copyright Policy statement.