PDF From CDF

CDF to PDF

$f_X(x)=\frac{d}{dx}{F}_X(x)=F_X^{\prime }(x)$

• $f_X(x)$ being the PDF
• $F_X(x)$ being the CDF The probability at a given point on the PDF the gradient of the CDF

PDF to CDF

• With $f_X(x)$ being the PDF
• With $F_X(x)$ being the CDF $F_X(x)={\int }_{-\infty }^x{f}_X(u)du$