Skip to main content

Probability Distributions

  • Chapter
  • First Online:
Handbook on Loss Reserving

Part of the book series: EAA Series ((EAAS))

  • 1174 Accesses

Abstract

For a random variable X, the mapping \( F_X : {\mathbb R}\rightarrow [0,1] \) given by

$$\begin{aligned} F_X(x):= & {} P[\{X \le x \}] \end{aligned}$$

is called the distribution function of X. The distribution function \( F_X \) describes the stochastic properties of the random variable X.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Klaus D. Schmidt .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Schmidt, K.D. (2016). Probability Distributions. In: Radtke, M., Schmidt, K.D., Schnaus, A. (eds) Handbook on Loss Reserving. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-30056-6_39

Download citation

Publish with us

Policies and ethics