Question: Let F be a continuous distribution function and let U be a uniform (0, 1) random variable (a) If XF-(U), show that X has distribution
Let F be a continuous distribution function and let U be a uniform (0, 1) random variable
(a) If XF-(U), show that X has distribution function F.
(b) Show that log(U) is an exponential random variable with mean 1.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
