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 FX()=1.
    3. The CDF achieves a minimum at FX()=0.
    4. The unit steps have jumps at positions x where pX(x)>0.