Let continuous random variable X have a CDF F(x) such t

Chapter 6, Problem 6.25

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Let continuous random variable X have a CDF F(x) such t hat p - 1(11,) exists for all 7L in [O, l ]. Sho\v t hat U = F(X) is t he uniform (0, 1) r andom variable . Hint : U is a random variable such t hat \Vhen X = x', U = F(::i;'). That is, we evaluate t he CDF of X at t he observed value of x.

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