Let X be a continuous random variable taking values in (a, b) with cumulative distribution function F, strictly increasing
on (a, b). Show that Y = F(X) has a uniform distribution on (0, 1).
How would you use a set of computer generated random numbers (assumed to be drawn from a uniform distribution on (0,1) to simulate a random sample from
f(x) = 1/a . e^(-x/a) x>0
Not reeally sure at all on this one..
many thanks in advance