The probability cumulative distribution must be monotone and 

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  1. increasing
  2. decreasing
  3. non-increasing
  4. non-decreasing

Answer (Detailed Solution Below)

Option 4 : non-decreasing
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Detailed Solution

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A cumulative distribution function (CDF) is defined as:

which is the probability that Z is less than or equal to some specific z, i.e. it defines a cumulative sum of up to a specified value of z.

Also, f(z) is the probability density function.

Since the probability is always ≥ 0.

So, CDF is the summation of the Probabilities of discrete random variables. So CDF is always non-decreasing with finitely many jump-discontinuities. 

Mathematically it is defined as FZ[zi] = P[Z ≤ zi] 

Consider the example of dice. Let, X is the random variable. 

X P[X=x]
1 1/6
2 2/6
3 3/6
4 4/6
5 5/6
6 6/6

 

The distribution function is shown below

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