Computing the cumulative distribution function for a random variable

In the previous section, we looked at the probability distribution of a continuous random variable.

In the next section, we will consider the cumulative distribution of a continuous random variable.

How to do it...

The cumulative distribution function (CDF) of a random variable is calculated as follows:

The CDF of a continuous random variable is calculated in a way similar to that in which we calculate the pdf of a continuous random variable.

The following code snippet calculates the CDF of a variable:

1. Import the relevant packages:

import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import norm

2. Calculate the CDF of the variable:

gaussian = norm(loc=0, scale=1.0)
x = np.linspace(-5, 5, 1000)
y = gaussian.cdf(x)

In the preceding snippet of code, we have calculated the CDF for the continuous random variable that is expected to generate a Gaussian distribution with a mean of 0 and a standard deviation of 1.

Note that we...