 univariate random variable <span class="math inline">\(Y\)</span> with probability function <span class="math inline">\(p_Y(y \, | \, \theta)\)</span>, the cumulative distribution function (CDF) <span class="math inline">\(F_Y\)</span> is
defined by <span class="math display">\[ F_Y(y) \ = \ \text{Pr}[Y \le y] \ = \ \int_{-\infty}^y p(y
\, | \, \theta) \ \text{d}y. \]</span> The complementary cumulative
distribution function (CCDF) is defined as <span class="math display">\[ \text{Pr}[Y &gt; y] \ =
\ 1 - F