University of Alberta Guide/STAT/222/Formulas and Functions:Cumulative Distribution Functions
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The , represents the probability that the value of a random variable , regardless of its distribution, will be less than or equal to the value that is provided. For continuous random variables, because for all continuous random variables. Therefore, all cumulative distribution functions will start at zero.
Generally, represents , however, if what is desired is then would be used.
CDF for an Exponential RV
Notice that as increases, the probability nears closer and closer to one. This is because as increases, the area under the curve of the PDF becomes closer and closer to one.