Distribution

A distribution of measurements or observations is the frequency of these measurements shown as a function of one or more variables, usually in the form of a histogram. Experimental distributions can thus be compared to theoretical probability density functions.

The term distribution function is short for cumulative distribution function and describes the integral of the probability density function: a random variable X has the (cumulative) distribution function F(x), if the probability for an experiment to yield an X < x is

File:Hepa img250.gif

For several random variables the joint distribution function is

File:Hepa img252.gif

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