If P[X ≤ x] s continuous in x, show that Y = F(X) is measurable and that Y has a uniform distribution F(x) = P[Y ≤y] =y, 0≤ y ≤ 1.

MATLAB: An Introduction with Applications
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- If
F(x) = P[X ≤ x]
is continuous in x, show that Y = F(X) is measurable and that Y has a
uniform distribution
P[Y ≤y] =y, 0≤ y ≤ 1.
Transcribed Image Text:- If F(x) = P[X ≤ x] is continuous in x, show that Y = F(X) is measurable and that Y has a uniform distribution P[Y ≤y] =y, 0≤ y ≤ 1.
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