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confused about PDF and CDF functions


In relation to my earlier question I looked on
http://mathworld.wolfram.com/DistributionFunction.html and it says that
a probability distribution function is the same as a cumulative
distribution function.

Thus for a given distribution, which GSL function would I use to say get
the value of P(X)? *_pdf, *_cdf_*_P or *cdf_*_Q
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