CDF

Units & Measurements abbreviation · Statistics

CDF
Stands forCumulative distribution function
CategoriesUnits & Measurements

CDF stands for Cumulative distribution function, a statistics abbreviation.

The function giving the probability that a random variable is less than or equal to a value, F(x) = P(X ≤ x). It rises from 0 to 1 and applies to both discrete and continuous variables.

Example: The CDF of the standard normal at 1.96 is 0.975, the basis of 95 percent intervals.

Usage notes

Percentiles come from inverting the CDF, which gives the quantile function. The empirical CDF of a sample is a step function used in the Kolmogorov-Smirnov test. Excel's NORM.DIST with the cumulative argument set to TRUE returns normal CDF values.

More statistics abbreviations

  • ANOVA – Analysis of variance
  • ARIMA – Autoregressive integrated moving average
  • ATE – Average treatment effect
  • avg – Average
  • BIC – Bayesian information criterion
  • BLUE – Best linear unbiased estimator
  • CFA – Confirmatory factor analysis
  • CI – Confidence interval
  • CLT – Central limit theorem
  • Cov – Covariance
  • CV – Coefficient of variation
  • df – Degrees of freedom

See all 88 statistics abbreviations →

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