Question: =+F. Show that the random variable F(X) is uniformly distributed over the unit interval in the sense that P[F(X) u] =u for 0 u

=+F. Show that the random variable F(X) is uniformly distributed over the unit interval in the sense that P[F(X) ≤ u] =u for 0 ≤u ≤ 1. Passing from X to F(X) is called the probability transformation.

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