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Distribution Functions
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Probability Density Function
Cumulative Distribution Function
Having defined the p.d.f. of the distribution, we can now deduce the c.d.f. -- the function
, such that
Since the p.d.f. is defined only for
,
Again, we substitute
to obtain
since
when
and
when
. Further, we notice that
We recognise that the second integral on the R.H.S. is the incomplete gamma function,
Hence,
Alexander Frolkin 2001-02-01