Brian Mere's Digital Garden
Obtaining PDF from CDF (f to F)
Propsosition
If
X
is a
continuous
rv
with
CDF
F
(
x
)
then at every
x
at which
F
′
(
x
)
exists then:
F
′
(
x
)
=
f
(
x
)
for
PDF
f
(
x
)
.