Loading [MathJax]/extensions/TeX/boldsymbol.js

 

 

 

Probability Distribution Functions

The following table collects properties of probability distribution functions. In our notation we reserve the label p(x) for the probability of a certain event, while P(x) is the cumulative probability.

Discrete PDF Continuous PDF
Domain \left\{x_1, x_2, x_3, \dots, x_N\right\} [a,b]
Probability p(x_i) p(x)dx
Cumulative P_i=\sum_{l=1}^ip(x_l) P(x)=\int_a^xp(t)dt
Positivity 0\le p(x_i)\le 1 p(x) \ge 0
Positivity 0\le P_i\le 1 0\le P(x)\le 1
Monotonic P_i\ge P_j if x_i\ge x_j P(x_i)\ge P(x_j) if x_i\ge x_j
Normalization P_N=1 P(b)=1