Let X be a continuous random variable with cdf F. Since F(x) is a function of x,

Question:

Let X be a continuous random variable with cdf F. Since F(x) is a function of x, F(X) is a random variable which is a function of X. Suppose F is invertible. Find the distribution of F(X).

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...

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