Question: Suppose the random variable X has a continuous, strictly increasing distribution function F. Show that F (X) is uniform on [0,1]. Hints. Show that F
Suppose the random variable X has a continuous, strictly increasing distribution function F. Show that F (X) is uniform on [0,1]. Hints. Show that F has a continuous, strictly increasing inverse F −1
. So F (X) < y if and only if X
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
