Cumulative Distribution Function (CDF)

The CDF tells us the probability that a random variable will take a value less than or equal to a specific point. Example: If Fₓ(80) = 0.7, then 70% of students scored 80 or below on the exam.

In machine learning, CDFs are used for quantile prediction, calculating percentiles, and performing statistical tests on model outputs. They're also essential for generating confidence intervals and understanding the range of likely outcomes.