University of Alberta Guide/STAT/222/Introduction/Notation

$F_{X}(x):X{\mbox{ is a random variable having }}cdf=P(X\leq x){\mbox{ for some value }}x\,$

• This is basically stating that $F_{X}(x)\,$ is the probability that the random variable $X\,$ is less than or equal to the specified value $x\,$.

$f_{X}(x):X{\mbox{ is a random variable having }}pdf{\mbox{ value for a specific random value }}x\,$

• This is basically stating that the value of $f_{X}(x)\,$ will represent the distribution or relative amount of times that the random value $x\,$ will appear when choosing a random value with the distribution of $X\,$
• Calculus gives us that ${\frac {\delta }{\delta x}}F_{X}(x)=f_{X}(x)\,$