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Probability Mass Function vs Probability Density Function vs Cumulative Density Function (In One Picture)

  • This one picture shows how the CDF compares with the PDF and PMF.
  • All can be used to calculate probabilities.
  • Each function has a unique purpose.
  • The Cumulative Density Function (CDF) is the easiest to understand [1].

References:

[1] Random Variables

[2] The Cumulative Distribution Function for a Random Variable

[3] Right Continuous Functions

[4] Probability Density Functions

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