What is the cumulative distribution function (CDF)?

The cumulative distribution function (CDF) gives the cumulative probability associated with a distribution. Specifically, it gives the area under the probability density function, up to the value you specify. Use the CDF to determine the probability of a response being lower than a certain value, higher than a certain value, or between two values.

Example of using the CDF to evaluate fill weights

For example, soda can fill weights follow a normal distribution with a mean of 12 ounces and a standard deviation of 0.25 ounces. The probability density function (PDF) describes the likelihood of each possible value of fill weight. The cumulative distribution function gives the cumulative probability for each value along the PDF.

The CDF for fill weights at any specific point is equal to the shaded area under the PDF curve to the left of that point.

Use the CDF to determine the probability that a randomly chosen can of soda will have a fill weight less than 11.5 ounces, greater than 12.5 ounces, or between 11.5 and 12.5 ounces.

The probability of a randomly chosen can of soda having a fill weight less than or equal to 11.5 ounces is the CDF at 11.5 or approximately 0.023.

The probability of a randomly chosen can of soda having a fill weight greater than 12.5 ounces is 1 minus the CDF at 12.5 or approximately 0.023.

The probability of a randomly chosen can of soda having a fill weight between 11.5 ounces and 12.5 ounces is the CDF at 12.5 minus the CDF at 11.5 or approximately 0.954.

Use the CDF to calculate p-values

In order to calculate a p-value, you must first calculate the cumulative distribution function (cdf). The p-value is 1 – cdf.

Suppose you perform a multiple linear regression analysis with the following degrees of freedom: DF (Regression) = 3; DF (Error) = 2; and the F-statistic = 4.86.

Calculate a p-value for the F-test

  1. Choose Calc > Probability Distributions > F.
  2. Choose Cumulative probability.
  3. In Numerator degrees of freedom, enter 3.
  4. In Denominator degrees of freedom, enter 2.
  5. Choose Input constant and enter 4.86.
  6. In Optional storage, enter K1. Click OK. K1 contains the cumulative distribution function.

Use the Calculator to subtract the p-value from 1

  1. Choose Calc > Calculator.
  2. In Store result in variable, enter P-value.
  3. In Expression, enter 1-K1. Click OK.
The calculated p-value, as shown in the Data window, is 0.175369. Using the 0.05 cutoff value, you would not conclude statistical significance since 0.175369 is not less than 0.05.
Note

This example is for an F-distribution; however, you can use a similar method for other distributions.

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