Cumulative distribution function

Variable distribution equivalence

An Equivalence relation ( ) may be defined on random variables that share the same distribution, such that

𝑋𝑌𝑡𝐹𝑋(𝑡)=𝐹𝑌(𝑡)

It is immediately clear that this forms an equivalence relation. This is useful since it allows the modelling of one random variable using another one. Particularly, it is common to compare a random variable to archetypal distributions in this way, e.g. 𝑋 Bin(𝑛,𝑝).


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