Question: 15. Let g be a nonnegative real-valued function on R that satisfies the relation # g(t) dt = 1. Show that if, for
15. Let g be a nonnegative real-valued function on R that satisfies the relation # ∞ −∞ g(t) dt = 1. Show that if, for a random variable X, the random variable Y = # X −∞ g(t) dt is uniform, then g is the density function of X.
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