Question: Let F be a continuous distribution function and let Y be a random variable that is uniformly distributed on (0, 1). Let F '1 denote

Let F be a continuous distribution function and let Y be a random variable that is uniformly distributed on (0, 1). Let F '1 denote the pseudo-inverse of F , which is dened by F_1(y) := inf{:c : F(a:) 2 y}. Show that the random variable X = F'1(Y) has distribution F. Deduce a way to generate with a computer (pseudo)random numbers from any given distribution F

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