Mathlib Map

Theorems · Definition · probability

ProbabilityTheory.cdf

MeasureTheory.Measure ℝ → StieltjesFunction ℝ

Cumulative distribution function of a real measure. The definition currently makes sense only for probability measures. In that case, it satisfies cdf μ x = μ.real (Iic x) (see ProbabilityTheory.cdf_eq_real).

Defined in
Mathlib.Probability.CDF
Cited by
19 results in Mathlib
Foundations
Depth 214 from the axioms · uses propext, Classical.choice, Quot.sound

Around this declaration

Dashed lines are statement dependencies; solid lines are citations in proofs.

ProbabilityTheory.cdf_eq_real · cited by 5ProbabilityTheory.cdf_eq_…ProbabilityTheory.measure_cdf · cited by 2ProbabilityTheory.measure…ProbabilityTheory.ofReal_cdf · cited by 2ProbabilityTheory.ofReal_…ProbabilityTheory.tendsto_cdf_atBot · cited by 2ProbabilityTheory.tendsto…MeasureTheory.Measure.eq_of_cdf · cited by 1Measure.eq_of_cdfProbabilityTheory.cdf_expMeasure_eq_lintegral · cited by 1ProbabilityTheory.cdf_exp…ProbabilityTheory.cdf_gammaMeasure_eq_integral · cited by 1ProbabilityTheory.cdf_gam…ProbabilityTheory.cdf_gammaMeasure_eq_lintegral · cited by 1ProbabilityTheory.cdf_gam…ProbabilityTheory.cdf_nonneg · cited by 1ProbabilityTheory.cdf_non…ProbabilityTheory.unitInterval.cdf_eq_real · cited by 0unitInterval.cdf_eq_realProbabilityTheory.cdf_expMeasure_eq · cited by 0ProbabilityTheory.cdf_exp…ProbabilityTheory.monotone_cdf · cited by 0ProbabilityTheory.monoton…ProbabilityTheory.cdf_expMeasure_eq_integral · cited by 0ProbabilityTheory.cdf_exp…ProbabilityTheory.cdf_le_one · cited by 0ProbabilityTheory.cdf_le_…ProbabilityTheory.cdf_measure_stieltjesFunction · cited by 0ProbabilityTheory.cdf_mea…Real · cited by 25697RealMeasureTheory.Measure · cited by 10939MeasureTheory.MeasureMeasureTheory.Measure.prod · cited by 353Measure.prodMeasureTheory.Measure.dirac · cited by 210Measure.diracStieltjesFunction · cited by 85StieltjesFunctionProbabilityTheory.condCDF · cited by 20ProbabilityTheory.condCDFProbabilityTheory.cdfCITED BYCITES

Cites6

Mathlib declarations this one mentions in its statement or cites explicitly in its proof. Plumbing is filtered out.

Cited by19

Results whose statement or proof uses this declaration.