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  2. Cumulative distribution function - Wikipedia

    en.wikipedia.org/wiki/Cumulative_distribution...

    Cumulative distribution function for the exponential distribution Cumulative distribution function for the normal distribution. In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable, or just distribution function of , evaluated at , is the probability that will take a value less than or equal to .

  3. File:Generalized normal cdfs.svg - Wikipedia

    en.wikipedia.org/wiki/File:Generalized_normal...

    ##Python code to generate density and CDF plots for the ## generalized normal distribution (requires matplotlib, numpy, ## and the special functions module of scipy). ## import ...

  4. Empirical distribution function - Wikipedia

    en.wikipedia.org/wiki/Empirical_distribution...

    In statistics, an empirical distribution function (commonly also called an empirical cumulative distribution function, eCDF) is the distribution function associated with the empirical measure of a sample. [1] This cumulative distribution function is a step function that jumps up by 1/n at each of the n data points. Its value at any specified ...

  5. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    The cumulative distribution function of a random variable with regard to a probability distribution is defined as = (). The cumulative distribution function of any real-valued random variable has the properties:

  6. CDF-based nonparametric confidence interval - Wikipedia

    en.wikipedia.org/wiki/CDF-based_nonparametric...

    In statistics, cumulative distribution function (CDF)-based nonparametric confidence intervals are a general class of confidence intervals around statistical functionals of a distribution. To calculate these confidence intervals, all that is required is an independently and identically distributed (iid) sample from the distribution and known ...

  7. Copula (statistics) - Wikipedia

    en.wikipedia.org/wiki/Copula_(statistics)

    In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe/model the dependence (inter-correlation) between random variables . [ 1 ]

  8. Logistic distribution - Wikipedia

    en.wikipedia.org/wiki/Logistic_distribution

    The inverse cumulative distribution function (quantile function) of the logistic distribution is a generalization of the logit function. Its derivative is called the quantile density function. They are defined as follows: (;,) = + ⁡ ().

  9. P–P plot - Wikipedia

    en.wikipedia.org/wiki/P–P_plot

    As an example, if the two distributions do not overlap, say F is below G, then the P–P plot will move from left to right along the bottom of the square – as z moves through the support of F, the cdf of F goes from 0 to 1, while the cdf of G stays at 0 – and then moves up the right side of the square – the cdf of F is now 1, as all points of F lie below all points of G, and now the cdf ...