Cumulative Distribution Function

Created

2023 Mar 7 2:33

Editor

Creator

Edited

2024 Dec 3 12:10

Refs

For functions like min, you can first find the CDF using probability intervals and then differentiate it to get the PDF

Two distinct probability distributions can’t have the same CDF, if two probability distributions have the same CDF, they’re the same.
Inverse transform sampling

Let , then , since and since it is a

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