# Finding the PDF given the CDF

How can I find the PDF (probability density function) of a distribution given the CDF (cumulative distribution function)?

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I am not sure I understand the difficulty. If the functional form is known just take the derivative otherwise take differences. Am I missing something here? –  user28 Jul 19 '10 at 19:31

As user28 said in comments above, the pdf is the first derivative of the cdf for a continuous random variable, and the difference for a discrete random variable.

In the continuous case, wherever the cdf has a discontinuity the pdf has an atom. Dirac delta "functions" can be used to represent these atoms.

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