Because we can't determine the value of x from the probability of observing x, cumulative density functions are used instead.

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cdf: $P(x\leq x1)=R(x1)=\int _{0}^{x1}P(x)dx$

$\includegraphics[]{cdf.eps}$

From the value of cumulative density function we can determine the value of x.

Amaury LATAILLADE 2002-11-04