Cumulative distribution function determines distribution of random variable

45 Views Asked by At

The distribution of a real random variable is completely determined by its distribution function. Can someone provide a resource for its proof? I haven't been able to found anything related to it.

1

There are 1 best solutions below

0
On BEST ANSWER

Cumulative distribution is the integral of the the distribution function. The integral and the function itself always have a 1-1 correspondence, except for constants. However, you know that the total integral must be 1.