Question: 1.If X is a continuous random variable, how the PDF is obtained from the CDF and vice-versa. Describe the expectation and variance of X in

1.If X is a continuous random variable, how the PDF is obtained from the CDF and vice-versa. Describe the expectation and variance of X in terms of the PDF.

2.Explain the universality property of U Unif(0, 1). That is, given a continuous random X with fX(x) > 0 when x (a, b) and = 0 otherwise, use the CDF FX and U to construct a random variable X with the same distribution as that of X.

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