Sum and product of uniform variables.

I revised the title, in case it helps. This is what I wrote in my first post.

Let the variable be

Yc = theta_1 + theta_1*theta_2+ theta_1*theta_2 theta_3 + ....

where theta_i are i.i.d uniform random variables (i = 1,2,...) having the CDF that I mentioned in three cases.

This is where the uniform random variables comes into the title.

Quote:

Originally Posted by

**cryptic26** I think you are making an unnecessary fuss :) over the title. I wrote the question as it was in the text book, where it says we have uniform i.i.d random variables having CDF given as (three cases). If what I wrote is not clear, then the original question is no better.

Having said that, for c in (-inf, inf), the CDF is non decreasing.

As c >= inf , F(x) =1.

c <= -inf, F(x) = 0

and anywhere in between, F(x) = c, which is non decreasing. So, there is nothing wrong with the CDF function.