6. Suppose X is a continuous random variable with a strictly positive probability density function f(r); and let F(r) be the corresponding cumulative distribution function. Let U be a random variable uniform on the interval (0, 1). Show that Y = F-(U) has the same distribution as X.
6. Suppose X is a continuous random variable with a strictly positive probability density function f(r); and let F(r) be the corresponding cumulative distribution function. Let U be a random variable uniform on the interval (0, 1). Show that Y = F-(U) has the same distribution as X.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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
Transcribed Image Text:6. Suppose X is a continuous random variable with a strictly positive probability density function f(r);
and let F(r) be the corresponding cumulative distribution function. Let U be a random variable uniform
on the interval (0, 1).
Show that Y = F-1(U) has the same distribution as X.
Mathematical Statistics
Midterm Part One
Page 3 of 4
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