Question: Prove that every continuous probability distribution on R, i.e. every probability measure on (R, BR) with density w.r.t. the Lebesgue measure in R, is

Prove that every continuous probability distribution on R", i.e. every probability measure

Prove that every continuous probability distribution on R", i.e. every probability measure on (R", BR) with density w.r.t. the Lebesgue measure in R", is the marginal distribution of a uniform probability distribution on R+1. Hint: Look at the case n = 1 first.

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