Properties of the CDF

  • Theorem: If \(X\) is a discrete random variable, itd CDF satisfies the following:
    1. The CDF is a sequence of increasing unit steps.
    2. The CDF achieves a maximum at \(F_X (\infty) = 1\).
    3. The CDF achieves a minimum at \(F_X (-\infty) = 0\).
    4. The unit steps have jumps at positions \(x\) where \(p_X(x) >0\).