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The cumulative distribution function for a discrete random variable can be derived from the probability mass function. However, instead of the probability of observing a specific value, the cumulative distribution function gives the probability of observing a specific value OR LESS.

As previously discussed, the probabilities for all possible values in a given probability distribution add up to 1. The value of a cumulative distribution function at a given value is equal to the sum of the probabilities lower than it, with a value of 1 for the largest possible number.

Cumulative distribution functions are constantly increasing, so for two different numbers that the random variable could take on, the value of the function will always be greater for the larger number. Mathematically, this is represented as:

Ifx1<x2,CDF(x1)<CDF(x2)\text{If}\; x_1 < x_2, \to CDF(x_1) < CDF(x_2)

We showed how the probability mass function can be used to calculate the probability of observing less than 3 heads out of 10 coin flips by adding up the probabilities of observing 0, 1, and 2 heads. The cumulative distribution function produces the same answer by evaluating the function at CDF(X=2). In this case, using the CDF is simpler than the PMF because it requires one calculation rather than three.

The animation to the right shows the relationship between the probability mass function and the cumulative distribution function. The top plot is the PMF, while the bottom plot is the corresponding CDF. When looking at the graph of a CDF, each y-axis value is the sum of the probabilities less than or equal to it in the PMF.

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