I have started research in Electronic Engineering, where PDF & CDF take a core part in most of the applications. I have studied books on probability where they have discussed the PDF & CDF formulas and basic theory. But my objective is different, like thinking about their applications: e.g. If I take any graph like a unit step function graph (which have 3 piece-wise defined sub-functions -ve infinity to zero, at zero and zero +ve infinity) I should know about this that should I take/evaluate its conditional PDF or conditional CDF?
So generally I want to know the physical meaning of both conditional PDF & CDF in engineering applications? If anyone can explain this to me or recommend any literature on it that would be great.