Thread: 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.

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.