Let X be a continuous random variable with a strictly increasing (and therefore 1-1) cumulative distribution function F(x) = P [X <= x] and probability density function f(x).
(a) [6 marks] What is the probability density function of Y = F(X)?
(b) [2 marks] Evaluate P [Y <= 0.5].
So far, I got that:
F(y) = P[Y <= y] = P[F(X) <= y] = P[X <= F^-1(y)]
I'm not sure how to proceed from there?