Question on the maximum probability of CDF?

  • #1
holymackerel
5
0
Hi guys, i would like if people can tell what is the maximum probability value that a cumulative density function (cdf) can have?

i have been confused by the definition... however i have come to think that the maximum will be 1.. because all events can only be between 0 to 1 (100%) chance... however some told me that it could be infinite... can anyone clarifty it?
 

Answers and Replies

  • #2
The cdf does indeed top out at 1. A pdf, however, can have arbitrarily large values; it just has to integrate to 1. The same is not true of a probability mass function, which is again always less than or equal to 1.
 

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