Question: If Y is astandardnormalrandomvariable,with cdf , whatistheprobabilitydistribution of X = (Y )? Illustratebyrandomlygeneratingamillionstandardnormalrandomvariables, applying the cdf function () to each,andplottinghistogramsofthe (a) y values, (b) x

If Y is astandardnormalrandomvariable,with cdf Φ, whatistheprobabilitydistribution of X = Φ(Y )? Illustratebyrandomlygeneratingamillionstandardnormalrandomvariables, applying the cdf function Φ() to each,andplottinghistogramsofthe

(a) y values,

(b) x values.

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