Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
by John J. Shynk
3.3 DISTRIBUTION FUNCTION
In order to describe continuous, discrete, and mixed random variables, we first introduce the distribution function, from which it is possible to derive either a pmf, a pdf, or a combination of both. Once specific families of random variables have been defined, there usually is no need to consider the abstract probability space
(which, as mentioned before, may not exist). Instead, we can work directly with the distribution function defined for the probability space
.
Definition: Distribution Function The distribution function with domain
is the following probability:
where
is a mapping of
in the event space
to a real number in [0, 1].
This probability assignment is yet another type of mapping: from a semi-open interval on to a point in the closed interval ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access