How Are CDF and PDF Related in Statistics?

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Discussion Overview

The discussion revolves around the relationship between cumulative distribution functions (CDF) and probability density functions (PDF) in statistics. Participants explore definitions, mathematical relationships, and distinctions between these concepts, particularly in the context of continuous and discrete random variables.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant states that the CDF is the integral of the PDF from 0 to k, suggesting a mathematical relationship between the two functions.
  • Another participant explains that the CDF represents the probability accumulated up to a point k, while the PDF indicates the probability at that specific point, highlighting that P(X=k) is 0 for continuous distributions.
  • A later reply challenges the assertion that P(X=k) is always 0, noting that this can depend on the terminology used in different textbooks and contexts, particularly for discrete random variables.
  • One participant emphasizes that the CDF gives the probability of being at most a certain value, contrasting it with the PDF's role in determining probabilities over intervals.
  • Mathematical relationships are presented, such as the derivative of the CDF equating to the PDF and the integral of the PDF yielding the CDF.

Areas of Agreement / Disagreement

Participants express disagreement regarding the treatment of P(X=k) for continuous versus discrete random variables. There is no consensus on the definitions and terminology used in various contexts, leading to multiple competing views on the relationship between CDF and PDF.

Contextual Notes

Some participants note that the definitions and interpretations of CDF and PDF may vary depending on the context, particularly between continuous and discrete random variables, and that terminology can differ across textbooks.

freedominator
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how are cdf and pdf related in statistics?
please help i have a test tomorrow
 
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ok i think i got it
cumulative distribution function is the integral from 0 to k of a probability distribution function of k
thats why the p(k) =F(k)-F(k-1)
 
freedominator said:
ok i think i got it
cumulative distribution function is the integral from 0 to k of a probability distribution function of k
thats why the p(k) =F(k)-F(k-1)

CDF is the probability accumulated up to the said-point k for instance (from -∞) in other words it is the area under the curve.
PDF is the probability at that point. ##P(X=k)## meaning it is the height of the density function at k.
 
false P(X=k) for any density function is 0. The probability density function tells you the probability that the experiment ends up in some interval. For instance, the PDF will tell you how likely it is that you find someone between 5 feet and 6 feet, if you use the normal curve perhaps. It won't tell you the probability that someone is exactly 6 foot. Only discrete random variables give you non zero probabilities for a single number. The CDF gives you the probability that all the previous values were reached, up to , and including the value you want. So for instance, let's say that you want to know, on the normal curve perhaps, the probability that a person is AT MOST 8 foot. then you would sum up all the previous probabilities up to the 8 foot mark. That will give you the probability that someone is under 8 feet tall.

Mathematically f(x)= density function F(x) = cumulative function (d/dx)F(x)=f(x) or F(x)= the integral of f(x)
 
jwatts said:
false P(X=k) for any density function is 0.

That might depend on the terminology used in particular textbooks. For "discrete" random variables P(X=k) need not be zero. From an advanced (measure theoretic) point of view the summation used to define the cumulative distribution function of a discrete random variable can be regarded as a type of integration. From that point of view, one may speak of the pdf and cdf of a discrete random variable. In elementary textbooks, the author may reserve the terms cdf and pdf for "continuous" random variables. If an author does this, I wonder what terminology he uses for the analgous functions associated with discrete random variables.
 

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