TITLE: Difference between $F_X(x)$ and $F(x)$ in probability?
QUESTION [1 upvotes]: What is this difference in notation between $F_X(x)$ and $F(x)$? (where $F(x) = P\{X \leq x\}$ Thanks.

REPLY [3 votes]: The notation $F_X$ specifies which random variable you're taking the c.d.f. of.  That way you can tell the difference between $F_X(6)$ and $F_Y(6)$.  The notation without the subscript should be used only when there is no possible question about that.
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