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.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 21E
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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
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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