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Math Help - Statistics - Probability

  1. #1
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    Statistics - Probability

    Supose Y is a continuous random variable with cumulative distribution function G,
    (i) find the distribution of the random variable B = G(X)
    (ii) if U is uniform (0,1) find the distribution of Y = F^-1(U).
    Comment on a potential use for each of these results.
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  2. #2
    MHF Contributor
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    Re: Statistics - Probability

    Hey epriser.

    Hint: for first one consider the transformation theorem in probability.

    For the use consider the prospect of simulating a general distribution given that you can simulate a uniform distribution.
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