Define the random variable
Let X be a continuous random variable with the PDF f and the CDF F. Assume that f(x) > 0 for all real numbers x. Define the random variable Y = F (X ). Show that Y is uniform in the interval [0, 1].
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Let X be a continuous random variable with the PDF f and the CDF F. Assume that f(x) > 0 for all real numbers x. Define the random variable Y = F (X ).
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