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Given a continuous random variable $X$, what are the units of the PDF and CDF of $X$?

James Howard
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    The PDF question is answered at http://stats.stackexchange.com/questions/4220/a-probability-distribution-value-exceeding-1-is-ok/4223#4223. The CDF question is the easy one, because a CDF by definition is a *probability*. – whuber Nov 08 '13 at 18:16
  • PDF: It got added at the last minute to the question. CDF: That's the conclusion I reached, but something was giving me some doubt about it. Thanks! – James Howard Nov 08 '13 at 18:18
  • You can see what a cdf measures right in the definition of the cdf: $F_X(x) = P(X\leq x)$. "$P$" stands for probability. – Glen_b Nov 08 '13 at 21:26
  • Yeah, that's a much more straightforward way of dealing with it. – James Howard Nov 09 '13 at 03:38
  • To answer the PDf portion of the question, can I ask if you are familiar with calculus? – Sycorax Nov 11 '13 at 15:00

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